+25.8%
INTC vs OUST
-65.5%
+91.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.5% | +6.0% | -1.1% |
| 7D | +6.0% | -3.8% | +9.8% | +6.6% |
| 30D | -39.2% | +5.1% | -44.2% | -39.6% |
| 3M | -42.9% | -25.8% | -17.1% | -40.2% |
| 6M | -50.4% | -2.0% | -48.4% | -50.7% |
| YTD | +61.7% | +54.7% | +7.0% | +49.3% |
| 1Y | +66.1% | +48.8% | +17.3% | +53.7% |
| 3Y | +58.1% | +607.8% | -549.7% | +9.7% |
| 5Y | +27.9% | -52.7% | +80.6% | +7.3% |
| All | +25.8% | -65.5% | +91.3% | +5.3% |
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