-40.2%
IT vs OUST
-56.2%
+16.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.3% | -4.7% |
| 7D | -6.0% | +5.2% | -11.3% | -6.3% |
| 30D | 0.0% | -19.3% | +19.3% | +0.9% |
| 3M | +13.1% | -22.6% | +35.7% | +12.9% |
| 6M | +11.7% | +62.8% | -51.1% | +4.2% |
| YTD | -26.1% | +68.3% | -94.5% | -31.5% |
| 1Y | -21.3% | +28.5% | -49.8% | -26.2% |
| 3Y | -46.7% | +554.0% | -600.8% | -59.8% |
| All | -40.2% | -56.2% | +16.0% | -38.9% |
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