+25.8%
IR vs OUST
+537.2%
-511.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.0% | +6.2% | -2.1% |
| 7D | +2.3% | -5.0% | +7.3% | +2.6% |
| 30D | +3.3% | -32.0% | +35.4% | +6.0% |
| 3M | -9.0% | -32.4% | +23.3% | -6.9% |
| 6M | +8.0% | +6.7% | +1.3% | +4.1% |
| YTD | +3.4% | +41.0% | -37.6% | -3.6% |
| 1Y | +4.5% | +18.0% | -13.5% | -1.4% |
| All | +25.8% | +537.2% | -511.4% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling