+717.4%
HOOD vs OUST
+537.2%
+180.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -9.0% | -1.3% | -8.0% |
| 7D | -14.4% | -5.0% | -9.4% | -13.4% |
| 30D | -30.0% | -32.0% | +2.0% | -23.3% |
| 3M | -15.5% | -32.4% | +16.8% | -8.2% |
| 6M | +1.8% | +6.7% | -4.9% | -8.7% |
| YTD | -30.7% | +41.0% | -71.7% | -43.0% |
| 1Y | -45.0% | +18.0% | -63.0% | -52.7% |
| All | +717.4% | +537.2% | +180.3% | +297.9% |
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 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