+124.8%
IR vs OUST
-64.1%
+188.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +14.0% | -12.6% | +0.2% |
| 7D | +3.7% | +17.0% | -13.3% | +2.1% |
| 30D | +7.4% | -16.5% | +23.9% | +8.6% |
| 3M | -5.9% | -23.7% | +17.7% | -4.5% |
| 6M | +5.6% | +18.4% | -12.8% | +0.6% |
| YTD | +4.8% | +60.8% | -56.0% | -3.7% |
| 1Y | +6.9% | +44.2% | -37.3% | -1.1% |
| 3Y | +27.6% | +668.1% | -640.5% | -6.3% |
| 5Y | +45.8% | -48.8% | +94.6% | +25.5% |
| All | +124.8% | -64.1% | +188.9% | +92.6% |
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