+17.7%
INTC vs OUST
-49.1%
+66.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +14.0% | -6.3% | +5.2% |
| 7D | -14.4% | +17.0% | -31.4% | -16.9% |
| 30D | -50.2% | -16.5% | -33.7% | -48.6% |
| 3M | -43.6% | -23.7% | -20.0% | -41.1% |
| 6M | -50.2% | +18.4% | -68.6% | -52.2% |
| YTD | +52.5% | +60.8% | -8.3% | +39.1% |
| 1Y | +51.1% | +44.2% | +6.9% | +39.3% |
| 3Y | +50.3% | +668.1% | -617.8% | -1.0% |
| All | +17.7% | -49.1% | +66.8% | +2.2% |
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 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