+123.6%
HOOD vs OUST
-64.8%
+188.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -8.5% | +4.2% | -1.9% |
| 7D | -3.8% | -3.8% | 0.0% | -2.9% |
| 30D | -23.0% | +5.1% | -28.0% | -24.6% |
| 3M | -21.6% | -25.8% | +4.2% | -16.5% |
| 6M | +1.4% | -2.0% | +3.5% | -6.1% |
| YTD | -31.2% | +54.7% | -85.9% | -45.7% |
| 1Y | -35.9% | +48.8% | -84.7% | -48.9% |
| 3Y | +836.9% | +607.8% | +229.1% | +280.7% |
| 5Y | +121.1% | -52.7% | +173.8% | +127.8% |
| All | +123.6% | -64.8% | +188.4% | +150.9% |
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