+400.7%
JBL vs OUST
-56.2%
+456.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.3% |
| 7D | +3.0% | +5.2% | -2.2% | +2.3% |
| 30D | -8.3% | -19.3% | +11.0% | -5.8% |
| 3M | -16.9% | -22.6% | +5.7% | -15.4% |
| 6M | +21.8% | +62.8% | -41.0% | +12.7% |
| YTD | +36.3% | +68.3% | -32.0% | +24.9% |
| 1Y | +49.5% | +28.5% | +21.0% | +39.3% |
| 3Y | +170.6% | +554.0% | -383.4% | +94.3% |
| All | +400.7% | -56.2% | +456.9% | +360.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling