+571.9%
JBL vs OUST
-64.1%
+636.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +14.0% | -12.9% | -0.6% |
| 7D | -12.3% | +17.0% | -29.3% | -14.3% |
| 30D | -20.2% | -16.5% | -3.7% | -18.7% |
| 3M | -30.6% | -23.7% | -7.0% | -28.8% |
| 6M | -35.8% | +18.4% | -54.1% | -38.4% |
| YTD | +4.9% | +60.8% | -55.9% | -3.4% |
| 1Y | +11.3% | +44.2% | -32.9% | +3.3% |
| 3Y | +89.1% | +668.1% | -579.0% | +36.0% |
| 5Y | +272.1% | -48.8% | +320.9% | +221.4% |
| All | +571.9% | -64.1% | +636.0% | +486.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling