+95.9%
JBL vs OUST
+729.1%
-633.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -8.1% | +31.9% | -39.9% | -12.1% |
| 30D | -18.4% | -4.2% | -14.2% | -18.4% |
| 3M | -25.8% | -9.3% | -16.5% | -25.3% |
| 6M | -29.6% | +51.7% | -81.3% | -34.8% |
| YTD | +9.6% | +76.6% | -67.0% | -1.2% |
| 1Y | +14.1% | +48.9% | -34.8% | +4.4% |
| 3Y | +95.9% | +675.3% | -579.4% | +42.4% |
| All | +95.9% | +729.1% | -633.2% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling