+57.1%
ITW vs OUST
-64.1%
+121.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +14.0% | -15.6% | -2.1% |
| 7D | +0.9% | +17.0% | -16.1% | +0.1% |
| 30D | +7.6% | -16.5% | +24.1% | +8.1% |
| 3M | -4.0% | -23.7% | +19.6% | -3.3% |
| 6M | +9.2% | +18.4% | -9.2% | +6.4% |
| YTD | +16.2% | +60.8% | -44.6% | +11.0% |
| 1Y | +17.9% | +44.2% | -26.3% | +13.0% |
| 3Y | +30.6% | +668.1% | -637.5% | +9.2% |
| 5Y | +35.2% | -48.8% | +84.0% | +17.9% |
| All | +57.1% | -64.1% | +121.3% | +38.0% |
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