+51.1%
INTC vs OUST
+32.6%
+18.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +14.0% | -6.3% | +2.8% |
| 7D | -14.4% | +17.0% | -31.4% | -19.4% |
| 30D | -50.2% | -16.5% | -33.7% | -47.3% |
| 3M | -43.6% | -23.7% | -20.0% | -39.1% |
| 6M | -50.2% | +18.4% | -68.6% | -53.4% |
| YTD | +52.5% | +60.8% | -8.3% | +29.3% |
| 1Y | +51.1% | +44.2% | +6.9% | +30.7% |
| All | +51.1% | +32.6% | +18.6% | +30.7% |
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