+609.8%
JBL vs OUST
-60.2%
+670.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +10.8% | -5.2% | +4.3% |
| 7D | -5.2% | +36.7% | -41.9% | -9.1% |
| 30D | -17.5% | -3.3% | -14.2% | -17.6% |
| 3M | -26.0% | -11.1% | -14.8% | -25.4% |
| 6M | -28.9% | +53.1% | -81.9% | -33.7% |
| YTD | +10.8% | +78.2% | -67.4% | +0.7% |
| 1Y | +18.3% | +50.0% | -31.7% | +9.1% |
| 3Y | +102.2% | +836.2% | -734.0% | +42.1% |
| 5Y | +303.2% | -50.0% | +353.2% | +247.3% |
| All | +609.8% | -60.2% | +670.0% | +511.5% |
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