-25.9%
JBL vs OUST
+38.1%
-64.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.7% | +1.4% |
| 7D | +10.0% | +19.9% | -9.9% | +5.0% |
| 30D | -18.2% | +3.6% | -21.8% | -19.5% |
| 3M | -29.0% | -20.6% | -8.3% | -26.1% |
| 6M | -25.9% | +35.1% | -60.9% | -31.0% |
| All | -25.9% | +38.1% | -64.0% | -31.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling