+602.1%
JBL vs OUST
-60.6%
+662.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -8.1% | +31.9% | -39.9% | -11.5% |
| 30D | -18.4% | -4.2% | -14.2% | -18.4% |
| 3M | -25.8% | -9.3% | -16.5% | -25.4% |
| 6M | -29.6% | +51.7% | -81.3% | -34.3% |
| YTD | +9.6% | +76.6% | -67.0% | -0.3% |
| 1Y | +14.1% | +48.9% | -34.8% | +5.3% |
| 3Y | +95.9% | +675.3% | -579.4% | +40.6% |
| 5Y | +298.3% | -44.0% | +342.4% | +240.6% |
| All | +602.1% | -60.6% | +662.7% | +505.6% |
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