+47.5%
IT vs OUST
-62.4%
+109.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.7% |
| YTD | -26.1% | +68.3% | -94.5% | -31.1% |
| 1Y | -21.3% | +28.5% | -49.8% | -25.8% |
| 3Y | -46.7% | +554.0% | -600.8% | -58.6% |
| 5Y | -40.5% | -56.2% | +15.7% | -46.3% |
| All | +47.5% | -62.4% | +109.9% | +38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling