+85.2%
IWM vs OUST
-60.6%
+145.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +0.3% | +31.9% | -31.6% | -2.9% |
| 30D | +0.6% | -4.2% | +4.8% | +0.5% |
| 3M | -6.2% | -9.3% | +3.1% | -6.2% |
| 6M | -0.8% | +51.7% | -52.4% | -8.8% |
| YTD | +14.8% | +76.6% | -61.9% | +2.5% |
| 1Y | +16.1% | +48.9% | -32.7% | +5.4% |
| 3Y | +71.5% | +675.3% | -603.7% | +17.5% |
| 5Y | +25.8% | -44.0% | +69.8% | +6.2% |
| All | +85.2% | -60.6% | +145.8% | +59.3% |
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