-40.2%
IT vs OUST
-56.4%
+16.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.0% | +4.6% | -4.0% |
| 7D | -12.0% | -5.0% | -7.0% | -11.9% |
| 30D | +7.1% | -32.0% | +39.2% | +8.8% |
| 3M | +6.3% | -32.4% | +38.6% | +7.7% |
| 6M | +32.5% | +6.7% | +25.8% | +27.0% |
| YTD | -21.5% | +41.0% | -62.5% | -27.0% |
| 1Y | -16.5% | +18.0% | -34.4% | -21.4% |
| 3Y | -48.8% | +560.6% | -609.4% | -62.0% |
| 5Y | -40.2% | -55.1% | +14.9% | -35.5% |
| All | -40.2% | -56.4% | +16.2% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling