+22.8%
JBL vs OUST
+50.6%
-27.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +0.1% | +14.0% | -13.8% | -3.1% |
| 30D | -17.0% | +2.5% | -19.6% | -18.2% |
| 3M | -27.4% | -15.3% | -12.1% | -25.6% |
| 6M | -29.1% | +42.6% | -71.7% | -37.3% |
| YTD | +13.6% | +76.6% | -63.0% | -9.2% |
| 1Y | +22.8% | +54.1% | -31.3% | +1.7% |
| All | +22.8% | +50.6% | -27.8% | +1.7% |
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