+165.0%
IBM vs OUST
-65.4%
+230.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +15.7% | -14.0% | +1.2% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +14.8% | -24.0% | +38.8% | +15.6% |
| 3M | +8.9% | -29.9% | +38.8% | +9.9% |
| 6M | +12.4% | +19.1% | -6.7% | +10.1% |
| YTD | -12.4% | +55.0% | -67.4% | -15.3% |
| 1Y | -13.3% | +21.2% | -34.4% | -15.6% |
| 3Y | +88.6% | +626.0% | -537.4% | +70.4% |
| 5Y | +154.8% | -51.6% | +206.4% | +134.6% |
| All | +165.0% | -65.4% | +230.5% | +139.1% |
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 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