+83.8%
IWM vs OUST
-62.3%
+146.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -1.2% |
| 7D | +2.8% | +19.9% | -17.2% | +0.6% |
| 30D | +0.6% | +3.6% | -3.0% | -0.2% |
| 3M | -7.8% | -20.6% | +12.9% | -6.4% |
| 6M | -1.0% | +35.1% | -36.0% | -7.8% |
| YTD | +13.9% | +69.1% | -55.3% | +2.2% |
| 1Y | +15.4% | +49.9% | -34.5% | +4.7% |
| 3Y | +70.2% | +642.4% | -572.2% | +17.2% |
| 5Y | +23.7% | -48.3% | +72.0% | +5.2% |
| All | +83.8% | -62.3% | +146.1% | +58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling