+289.3%
INTC vs OUST
+33.5%
+255.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +4.0% |
| 7D | +7.1% | +5.2% | +1.8% | +5.5% |
| 30D | -5.2% | -19.3% | +14.1% | +0.2% |
| 3M | -14.3% | -22.6% | +8.3% | -10.2% |
| 6M | +110.2% | +62.8% | +47.4% | +80.6% |
| YTD | +159.6% | +68.3% | +91.3% | +122.1% |
| 1Y | +289.3% | +28.5% | +260.7% | +232.7% |
| All | +289.3% | +33.5% | +255.8% | +232.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling