+50.1%
ITW vs OUST
-62.4%
+112.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -0.6% |
| 7D | -3.6% | +5.2% | -8.8% | -3.8% |
| 30D | -9.1% | -19.3% | +10.1% | -8.4% |
| 3M | +8.2% | -22.6% | +30.9% | +8.4% |
| 6M | -4.8% | +62.8% | -67.5% | -8.6% |
| YTD | +11.0% | +68.3% | -57.3% | +6.2% |
| 1Y | +4.2% | +28.5% | -24.3% | +0.3% |
| 3Y | +17.3% | +554.0% | -536.8% | -1.0% |
| 5Y | +33.0% | -56.2% | +89.2% | +16.0% |
| All | +50.1% | -62.4% | +112.6% | +32.0% |
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