+630.6%
JBL vs OUST
-62.3%
+692.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.7% | +0.9% |
| 7D | +10.0% | +19.9% | -9.9% | +7.4% |
| 30D | -18.2% | +3.6% | -21.8% | -18.9% |
| 3M | -29.0% | -20.6% | -8.3% | -27.5% |
| 6M | -25.9% | +35.1% | -60.9% | -29.9% |
| YTD | +14.1% | +69.1% | -55.0% | +4.3% |
| 1Y | +21.7% | +49.9% | -28.3% | +12.4% |
| 3Y | +103.8% | +642.4% | -538.5% | +47.1% |
| 5Y | +310.0% | -48.3% | +358.3% | +253.4% |
| All | +630.6% | -62.3% | +692.8% | +533.6% |
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