+51.0%
IT vs OUST
-62.3%
+113.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.9% |
| 7D | -3.7% | +19.9% | -23.6% | -4.5% |
| 30D | -3.1% | +3.6% | -6.7% | -3.5% |
| 3M | +6.3% | -20.6% | +27.0% | +6.9% |
| 6M | +24.8% | +35.1% | -10.3% | +18.8% |
| YTD | -24.4% | +69.1% | -93.5% | -29.8% |
| 1Y | -17.1% | +49.9% | -67.0% | -22.6% |
| 3Y | -53.6% | +642.4% | -696.0% | -64.3% |
| 5Y | -42.5% | -48.3% | +5.8% | -48.6% |
| All | +51.0% | -62.3% | +113.2% | +41.1% |
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