+159.3%
IBM vs OUST
-65.5%
+224.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.5% | +9.5% | +1.3% |
| 7D | +1.6% | -3.8% | +5.3% | +1.7% |
| 30D | +9.2% | +5.1% | +4.1% | +8.8% |
| 3M | +4.9% | -25.8% | +30.7% | +5.6% |
| 6M | +16.8% | -2.0% | +18.8% | +15.3% |
| YTD | -14.3% | +54.7% | -69.0% | -17.2% |
| 1Y | -16.7% | +48.8% | -65.5% | -19.5% |
| 3Y | +82.2% | +607.8% | -525.6% | +64.7% |
| 5Y | +149.9% | -52.7% | +202.7% | +130.0% |
| All | +159.3% | -65.5% | +224.8% | +133.8% |
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