+140.7%
IVV vs OUST
-65.4%
+206.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +15.7% | -14.1% | +0.6% |
| 7D | -0.7% | -0.2% | -0.5% | -0.8% |
| 30D | -1.0% | -24.0% | +22.9% | +0.5% |
| 3M | -0.3% | -29.9% | +29.6% | +1.5% |
| 6M | +7.4% | +19.1% | -11.8% | +3.7% |
| YTD | +13.4% | +55.0% | -41.6% | +6.9% |
| 1Y | +14.8% | +21.2% | -6.4% | +9.7% |
| 3Y | +83.3% | +626.0% | -542.6% | +45.9% |
| 5Y | +76.1% | -51.6% | +127.7% | +57.0% |
| All | +140.7% | -65.4% | +206.1% | +116.8% |
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