+125.1%
HOOD vs OUST
-67.9%
+193.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -9.0% | -1.3% | -7.8% |
| 7D | -14.4% | -5.0% | -9.4% | -13.3% |
| 30D | -30.0% | -32.0% | +2.0% | -22.7% |
| 3M | -15.5% | -32.4% | +16.8% | -7.6% |
| 6M | +1.8% | +6.7% | -4.9% | -9.4% |
| YTD | -30.7% | +41.0% | -71.7% | -43.7% |
| 1Y | -45.0% | +18.0% | -63.0% | -53.0% |
| 3Y | +709.0% | +560.6% | +148.4% | +234.6% |
| 5Y | +111.8% | -55.1% | +166.9% | +121.9% |
| All | +125.1% | -67.9% | +193.0% | +160.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling