+9.9%
INDA vs OUST
-50.0%
+59.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.8% | -9.8% | +0.6% |
| 7D | +6.1% | +36.7% | -30.6% | +4.7% |
| 30D | +11.7% | -3.3% | +15.0% | +11.6% |
| 3M | +2.1% | -11.1% | +13.2% | +2.1% |
| 6M | +3.2% | +53.1% | -49.9% | -0.1% |
| YTD | -4.9% | +78.2% | -83.1% | -8.9% |
| 1Y | -4.4% | +50.0% | -54.4% | -7.9% |
| 3Y | +17.6% | +836.2% | -818.6% | -0.5% |
| 5Y | +9.9% | -50.0% | +59.8% | +7.7% |
| All | +9.9% | -50.0% | +59.8% | +7.7% |
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