+299.3%
GOOGL vs OUST
-62.3%
+361.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.2% | +6.0% | +2.2% |
| 7D | +5.7% | +19.9% | -14.2% | +3.8% |
| 30D | -15.6% | +3.6% | -19.2% | -16.2% |
| 3M | -13.0% | -20.6% | +7.6% | -11.9% |
| 6M | -22.8% | +35.1% | -57.8% | -27.3% |
| YTD | -4.4% | +69.1% | -73.5% | -12.8% |
| 1Y | +4.5% | +49.9% | -45.5% | -3.9% |
| 3Y | +127.4% | +642.4% | -515.0% | +61.7% |
| 5Y | +102.8% | -48.3% | +151.1% | +72.1% |
| All | +299.3% | -62.3% | +361.5% | +256.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling