+4.9%
INTU vs OUST
-60.6%
+65.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -3.9% | +14.0% | -17.9% | -5.0% |
| 30D | +12.0% | +2.5% | +9.4% | +11.2% |
| 3M | +2.3% | -15.3% | +17.6% | +2.6% |
| 6M | -12.1% | +42.6% | -54.7% | -18.8% |
| YTD | -47.5% | +76.6% | -124.2% | -53.3% |
| 1Y | -46.9% | +54.1% | -100.9% | -52.2% |
| 3Y | -33.5% | +675.3% | -708.7% | -56.4% |
| 5Y | -41.2% | -45.1% | +3.8% | -50.8% |
| All | +4.9% | -60.6% | +65.5% | -7.9% |
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