-46.7%
INTU vs OUST
+40.1%
-86.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.5% | +9.0% | -0.3% |
| 7D | +0.1% | -3.8% | +3.8% | -0.2% |
| 30D | +10.1% | +5.1% | +5.0% | +11.2% |
| 3M | -4.2% | -25.8% | +21.6% | -5.4% |
| 6M | -7.2% | -2.0% | -5.2% | -5.6% |
| YTD | -47.7% | +54.7% | -102.4% | -49.4% |
| 1Y | -46.7% | +48.8% | -95.5% | -48.2% |
| All | -46.7% | +40.1% | -86.8% | -48.2% |
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