+71.2%
ICE vs OUST
-62.4%
+133.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.1% |
| 7D | -0.7% | +5.2% | -5.9% | -0.8% |
| 30D | +7.6% | -19.3% | +26.9% | +8.3% |
| 3M | +13.9% | -22.6% | +36.6% | +13.9% |
| 6M | -2.4% | +62.8% | -65.1% | -6.2% |
| YTD | +0.3% | +68.3% | -68.1% | -4.1% |
| 1Y | -6.4% | +28.5% | -35.0% | -9.9% |
| 3Y | +43.1% | +554.0% | -510.9% | +21.6% |
| 5Y | +42.1% | -56.2% | +98.3% | +30.8% |
| All | +71.2% | -62.4% | +133.7% | +58.1% |
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