+142.1%
IBM vs OUST
-56.4%
+198.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.0% | +6.2% | -2.5% |
| 7D | -4.3% | -5.0% | +0.7% | -4.2% |
| 30D | +11.7% | -32.0% | +43.7% | +13.1% |
| 3M | +5.5% | -32.4% | +37.9% | +6.6% |
| 6M | +9.5% | +6.7% | +2.8% | +7.4% |
| YTD | -14.9% | +41.0% | -55.9% | -17.8% |
| 1Y | -17.4% | +18.0% | -35.3% | -19.8% |
| 3Y | +83.3% | +560.6% | -477.3% | +63.5% |
| 5Y | +142.1% | -55.1% | +197.2% | +120.1% |
| All | +142.1% | -56.4% | +198.5% | +120.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling