+157.5%
IBM vs OUST
-68.5%
+226.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.9% |
| 3M | +5.5% | -32.4% | +37.9% | +6.5% |
| 6M | +9.5% | +6.7% | +2.8% | +7.6% |
| YTD | -14.9% | +41.0% | -55.9% | -17.4% |
| 1Y | -17.4% | +18.0% | -35.3% | -19.5% |
| 3Y | +83.3% | +560.6% | -477.3% | +66.1% |
| 5Y | +142.1% | -55.1% | +197.2% | +123.5% |
| All | +157.5% | -68.5% | +226.1% | +133.0% |
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