-15.6%
INFY vs OUST
-62.6%
+47.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.7% |
| 7D | -8.7% | +4.0% | -12.7% | -8.9% |
| 30D | -13.0% | -14.0% | +1.0% | -12.5% |
| 3M | -8.8% | -5.9% | -2.9% | -9.8% |
| 6M | -22.6% | +76.4% | -98.9% | -27.1% |
| YTD | -37.3% | +67.5% | -104.8% | -41.0% |
| 1Y | -33.4% | +27.1% | -60.5% | -36.7% |
| 3Y | -32.3% | +619.0% | -651.4% | -46.1% |
| 5Y | -45.2% | -54.9% | +9.7% | -49.8% |
| All | -15.6% | -62.6% | +47.0% | -24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling