+655.7%
IBKR vs OUST
-62.4%
+718.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -0.5% |
| 7D | -3.3% | +5.2% | -8.5% | -3.8% |
| 30D | +4.5% | -19.3% | +23.7% | +6.6% |
| 3M | +6.5% | -22.6% | +29.1% | +7.1% |
| 6M | +34.2% | +62.8% | -28.6% | +23.3% |
| YTD | +44.5% | +68.3% | -23.9% | +31.9% |
| 1Y | +44.7% | +28.5% | +16.2% | +34.2% |
| 3Y | +306.7% | +554.0% | -247.3% | +204.7% |
| 5Y | +489.9% | -56.2% | +546.1% | +435.4% |
| All | +655.7% | -62.4% | +718.2% | +578.5% |
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