+102.1%
INTC vs OUST
-62.4%
+164.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.2% |
| 3M | -14.3% | -22.6% | +8.3% | -11.8% |
| 6M | +110.2% | +62.8% | +47.4% | +92.8% |
| YTD | +159.6% | +68.3% | +91.3% | +136.4% |
| 1Y | +289.3% | +28.5% | +260.7% | +261.1% |
| 3Y | +166.1% | +554.0% | -388.0% | +84.4% |
| 5Y | +94.4% | -56.2% | +150.6% | +62.1% |
| All | +102.1% | -62.4% | +164.5% | +66.6% |
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 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