+144.8%
IBM vs OUST
-62.4%
+207.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | -0.3% | +5.2% | -5.5% | -0.5% |
| 30D | +0.3% | -19.3% | +19.5% | +0.9% |
| 3M | -21.6% | -22.6% | +1.0% | -21.5% |
| 6M | -4.7% | +62.8% | -67.5% | -7.6% |
| YTD | -19.1% | +68.3% | -87.4% | -21.8% |
| 1Y | -2.5% | +28.5% | -31.0% | -5.3% |
| 3Y | +74.2% | +554.0% | -479.9% | +57.8% |
| 5Y | +113.1% | -56.2% | +169.4% | +96.3% |
| All | +144.8% | -62.4% | +207.2% | +120.7% |
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