+123.4%
GOOGL vs OUST
+794.9%
-671.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.8% | -9.7% | +0.4% |
| 7D | +3.3% | +36.7% | -33.4% | +0.7% |
| 30D | -18.1% | -3.3% | -14.7% | -18.2% |
| 3M | -18.6% | -11.1% | -7.5% | -18.5% |
| 6M | -28.0% | +53.1% | -81.1% | -31.9% |
| YTD | -7.8% | +78.2% | -86.0% | -14.3% |
| 1Y | +3.6% | +50.0% | -46.4% | -2.9% |
| 3Y | +123.4% | +836.2% | -712.8% | +86.0% |
| All | +123.4% | +794.9% | -671.5% | +86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling