+25.2%
INTC vs OUST
-60.2%
+85.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +10.8% | -5.4% | +3.7% |
| 7D | -1.0% | +36.7% | -37.7% | -6.2% |
| 30D | -43.3% | -3.3% | -40.0% | -43.0% |
| 3M | -41.6% | -11.1% | -30.5% | -40.6% |
| 6M | -52.5% | +53.1% | -105.5% | -55.9% |
| YTD | +60.9% | +78.2% | -17.3% | +45.2% |
| 1Y | +55.7% | +50.0% | +5.7% | +43.1% |
| 3Y | +59.2% | +836.2% | -777.0% | +5.9% |
| 5Y | +25.0% | -50.0% | +75.0% | +3.1% |
| All | +25.2% | -60.2% | +85.5% | +2.4% |
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