+155.3%
IBM vs OUST
-64.1%
+219.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +14.0% | -14.9% | -1.3% |
| 7D | -5.0% | +17.0% | -22.0% | -5.5% |
| 30D | +11.1% | -16.5% | +27.6% | +11.6% |
| 3M | +5.7% | -23.7% | +29.4% | +6.3% |
| 6M | +10.1% | +18.4% | -8.3% | +7.9% |
| YTD | -15.6% | +60.8% | -76.4% | -18.5% |
| 1Y | -19.5% | +44.2% | -63.7% | -22.1% |
| 3Y | +80.4% | +668.1% | -587.7% | +62.7% |
| 5Y | +140.0% | -48.8% | +188.8% | +120.6% |
| All | +155.3% | -64.1% | +219.5% | +129.9% |
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