+98.9%
GOOGL vs OUST
-49.4%
+148.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +2.6% | +31.9% | -29.3% | -0.4% |
| 30D | -18.3% | -4.2% | -14.1% | -18.3% |
| 3M | -19.6% | -9.3% | -10.3% | -19.6% |
| 6M | -28.2% | +51.7% | -79.9% | -33.6% |
| YTD | -8.0% | +76.6% | -84.6% | -17.2% |
| 1Y | -0.7% | +48.9% | -49.6% | -9.3% |
| 3Y | +118.8% | +675.3% | -556.4% | +47.8% |
| 5Y | +98.9% | -44.0% | +142.9% | +88.1% |
| All | +98.9% | -49.4% | +148.3% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling