+4.5%
INTU vs OUST
-64.1%
+68.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +14.0% | -17.8% | -4.7% |
| 7D | +0.1% | +17.0% | -16.9% | -1.2% |
| 30D | +15.4% | -16.5% | +31.9% | +16.4% |
| 3M | +6.6% | -23.7% | +30.2% | +7.7% |
| 6M | -11.3% | +18.4% | -29.7% | -17.0% |
| YTD | -47.7% | +60.8% | -108.5% | -53.1% |
| 1Y | -47.0% | +44.2% | -91.2% | -52.1% |
| 3Y | -29.9% | +668.1% | -698.0% | -54.4% |
| 5Y | -42.2% | -48.8% | +6.6% | -51.4% |
| All | +4.5% | -64.1% | +68.7% | -7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling