+8.6%
INTU vs OUST
-68.5%
+77.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.0% | +8.5% | +0.1% |
| 7D | +7.1% | -5.0% | +12.2% | +7.4% |
| 30D | +23.0% | -32.0% | +55.1% | +25.9% |
| 3M | +8.7% | -32.4% | +41.1% | +10.8% |
| 6M | -10.1% | +6.7% | -16.8% | -15.2% |
| YTD | -45.7% | +41.0% | -86.7% | -50.8% |
| 1Y | -45.1% | +18.0% | -63.1% | -49.5% |
| 3Y | -26.9% | +560.6% | -587.5% | -51.8% |
| 5Y | -40.0% | -55.1% | +15.2% | -48.9% |
| All | +8.6% | -68.5% | +77.2% | -2.9% |
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 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