+10.2%
INTC vs OUST
-68.5%
+78.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -9.0% | -1.3% | -8.8% |
| 7D | -43.2% | -5.0% | -38.2% | -42.6% |
| 30D | -53.6% | -32.0% | -21.5% | -50.5% |
| 3M | -48.3% | -32.4% | -15.9% | -45.0% |
| 6M | -51.7% | +6.7% | -58.4% | -52.6% |
| YTD | +41.6% | +41.0% | +0.6% | +32.9% |
| 1Y | +36.1% | +18.0% | +18.2% | +30.2% |
| 3Y | +39.3% | +560.6% | -521.3% | -2.3% |
| 5Y | +10.6% | -55.1% | +65.8% | -6.0% |
| All | +10.2% | -68.5% | +78.8% | -6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling