+23.5%
INTC vs OUST
-49.4%
+72.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -4.0% | +31.9% | -35.9% | -8.9% |
| 30D | -44.5% | -4.2% | -40.3% | -44.1% |
| 3M | -40.4% | -9.3% | -31.1% | -39.5% |
| 6M | -53.5% | +51.7% | -105.1% | -57.0% |
| YTD | +57.5% | +76.6% | -19.1% | +41.1% |
| 1Y | +51.2% | +48.9% | +2.3% | +38.1% |
| 3Y | +51.6% | +675.3% | -623.7% | -0.7% |
| 5Y | +23.5% | -44.0% | +67.5% | +7.8% |
| All | +23.5% | -49.4% | +72.9% | +7.8% |
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