+61.5%
INTC vs OUST
+46.4%
+15.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.2% | -0.6% |
| 7D | +17.1% | +19.9% | -2.8% | +9.7% |
| 30D | -40.5% | +3.6% | -44.1% | -41.3% |
| 3M | -39.4% | -20.6% | -18.7% | -35.4% |
| 6M | -49.3% | +35.1% | -84.3% | -54.3% |
| YTD | +65.9% | +69.1% | -3.3% | +38.4% |
| 1Y | +61.5% | +49.9% | +11.6% | +38.2% |
| All | +61.5% | +46.4% | +15.1% | +38.2% |
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