+106.9%
IR vs OUST
-62.4%
+169.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.1% |
| 7D | -2.8% | +5.2% | -8.1% | -3.2% |
| 30D | -15.1% | -19.3% | +4.1% | -13.8% |
| 3M | +6.1% | -22.6% | +28.7% | +6.4% |
| 6M | -16.8% | +62.8% | -79.6% | -22.8% |
| YTD | -3.5% | +68.3% | -71.9% | -11.2% |
| 1Y | -3.5% | +28.5% | -32.0% | -10.1% |
| 3Y | +9.5% | +554.0% | -544.6% | -18.1% |
| 5Y | +45.1% | -56.2% | +101.3% | +26.2% |
| All | +106.9% | -62.4% | +169.3% | +77.6% |
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 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