-43.7%
IT vs OUST
-50.0%
+6.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.8% | -10.4% | 0.0% |
| 7D | -18.8% | +36.7% | -55.5% | -20.0% |
| 30D | -0.1% | -3.3% | +3.3% | -0.2% |
| 3M | +2.9% | -11.1% | +14.0% | +2.9% |
| 6M | +20.4% | +53.1% | -32.7% | +13.2% |
| YTD | -24.3% | +78.2% | -102.5% | -30.3% |
| 1Y | -17.2% | +50.0% | -67.2% | -23.0% |
| 3Y | -52.4% | +836.2% | -888.6% | -65.4% |
| 5Y | -43.7% | -50.0% | +6.3% | -37.9% |
| All | -43.7% | -50.0% | +6.3% | -37.9% |
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 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