+50.4%
IT vs OUST
-64.1%
+114.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +14.0% | -18.0% | -4.6% |
| 7D | -16.9% | +17.0% | -33.9% | -17.6% |
| 30D | +2.3% | -16.5% | +18.8% | +2.9% |
| 3M | +2.9% | -23.7% | +26.5% | +3.6% |
| 6M | +25.9% | +18.4% | +7.5% | +20.6% |
| YTD | -24.6% | +60.8% | -85.4% | -29.9% |
| 1Y | -16.0% | +44.2% | -60.2% | -21.5% |
| 3Y | -51.6% | +668.1% | -719.7% | -63.0% |
| 5Y | -42.6% | -48.8% | +6.2% | -48.7% |
| All | +50.4% | -64.1% | +114.5% | +40.9% |
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 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