+93.9%
INTC vs OUST
-56.2%
+150.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +4.2% |
| 7D | +7.1% | +5.2% | +1.8% | +6.2% |
| 30D | -5.2% | -19.3% | +14.1% | -2.0% |
| 3M | -14.3% | -22.6% | +8.3% | -11.6% |
| 6M | +110.2% | +62.8% | +47.4% | +91.3% |
| YTD | +159.6% | +68.3% | +91.3% | +134.4% |
| 1Y | +289.3% | +28.5% | +260.7% | +258.5% |
| 3Y | +166.1% | +554.0% | -388.0% | +77.0% |
| All | +93.9% | -56.2% | +150.0% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling