+132.4%
HOOD vs OUST
-63.4%
+195.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +14.0% | -10.8% | -0.7% |
| 7D | -4.8% | +17.0% | -21.8% | -9.2% |
| 30D | -26.1% | -16.5% | -9.6% | -23.0% |
| 3M | -10.8% | -23.7% | +12.9% | -5.8% |
| 6M | +2.4% | +18.4% | -16.0% | -11.6% |
| YTD | -28.5% | +60.8% | -89.3% | -44.1% |
| 1Y | -36.3% | +44.2% | -80.5% | -48.7% |
| 3Y | +743.7% | +668.1% | +75.6% | +233.9% |
| 5Y | +118.6% | -48.8% | +167.4% | +120.4% |
| All | +132.4% | -63.4% | +195.8% | +158.3% |
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