-26.6%
INFY vs OUST
+611.5%
-638.1%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.3% |
| 7D | -2.9% | +5.2% | -8.1% | -3.0% |
| 30D | -6.2% | -19.3% | +13.0% | -5.9% |
| 3M | -4.9% | -22.6% | +17.7% | -5.0% |
| 6M | -16.6% | +62.8% | -79.4% | -20.1% |
| YTD | -32.9% | +68.3% | -101.3% | -36.0% |
| 1Y | -26.9% | +28.5% | -55.4% | -29.8% |
| All | -26.6% | +611.5% | -638.1% | -39.5% |
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