+89.1%
JBL vs OUST
+626.4%
-537.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +14.0% | -12.9% | -0.9% |
| 7D | -12.3% | +17.0% | -29.3% | -14.6% |
| 30D | -20.2% | -16.5% | -3.7% | -18.5% |
| 3M | -30.6% | -23.7% | -7.0% | -28.5% |
| 6M | -35.8% | +18.4% | -54.1% | -38.5% |
| YTD | +4.9% | +60.8% | -55.9% | -4.1% |
| 1Y | +11.3% | +44.2% | -32.9% | +2.7% |
| 3Y | +89.1% | +668.1% | -579.0% | +37.3% |
| All | +89.1% | +626.4% | -537.3% | +37.3% |
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