+59.2%
INTC vs OUST
+794.9%
-735.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +10.8% | -5.4% | +3.3% |
| 7D | -1.0% | +36.7% | -37.7% | -7.4% |
| 30D | -43.3% | -3.3% | -40.0% | -43.0% |
| 3M | -41.6% | -11.1% | -30.5% | -40.5% |
| 6M | -52.5% | +53.1% | -105.5% | -56.3% |
| YTD | +60.9% | +78.2% | -17.3% | +43.5% |
| 1Y | +55.7% | +50.0% | +5.7% | +41.5% |
| 3Y | +59.2% | +836.2% | -777.0% | +10.6% |
| All | +59.2% | +794.9% | -735.7% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling