-49.7%
INTU vs OUST
+33.5%
-83.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.0% | -3.3% |
| 7D | -7.1% | +5.2% | -12.3% | -6.8% |
| 30D | +1.5% | -19.3% | +20.7% | +0.5% |
| 3M | +10.7% | -22.6% | +33.3% | +10.1% |
| 6M | -23.8% | +62.8% | -86.6% | -26.1% |
| YTD | -49.3% | +68.3% | -117.6% | -51.3% |
| 1Y | -49.7% | +28.5% | -78.2% | -51.6% |
| All | -49.7% | +33.5% | -83.1% | -51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling