+1.4%
INTU vs OUST
-62.4%
+63.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.0% | -3.5% |
| 7D | -7.1% | +5.2% | -12.3% | -7.5% |
| 30D | +1.5% | -19.3% | +20.7% | +2.8% |
| 3M | +10.7% | -22.6% | +33.3% | +10.4% |
| 6M | -23.8% | +62.8% | -86.6% | -30.9% |
| YTD | -49.3% | +68.3% | -117.6% | -54.4% |
| 1Y | -49.7% | +28.5% | -78.2% | -54.1% |
| 3Y | -38.0% | +554.0% | -592.1% | -58.5% |
| 5Y | -38.7% | -56.2% | +17.5% | -47.6% |
| All | +1.4% | -62.4% | +63.8% | -10.0% |
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