+16.0%
INDA vs OUST
+626.4%
-610.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +14.0% | -12.3% | +1.3% |
| 7D | +6.6% | +17.0% | -10.4% | +6.0% |
| 30D | +10.4% | -16.5% | +26.9% | +10.8% |
| 3M | +1.5% | -23.7% | +25.2% | +2.1% |
| 6M | +1.7% | +18.4% | -16.7% | -0.1% |
| YTD | -5.8% | +60.8% | -66.6% | -8.9% |
| 1Y | -5.1% | +44.2% | -49.3% | -7.9% |
| 3Y | +16.0% | +668.1% | -652.1% | +1.8% |
| All | +16.0% | +626.4% | -610.4% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling