+23.7%
JBL vs OUST
+11.1%
+12.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +15.7% | -20.6% | -8.5% |
| 7D | -11.1% | -0.2% | -10.9% | -11.4% |
| 30D | -14.1% | -24.0% | +9.9% | -9.1% |
| 3M | -23.9% | -29.9% | +6.0% | -18.5% |
| 6M | -24.1% | +19.1% | -43.2% | -29.5% |
| YTD | +13.5% | +55.0% | -41.5% | -4.9% |
| 1Y | +23.7% | +21.2% | +2.6% | +9.0% |
| All | +23.7% | +11.1% | +12.7% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling