-58.4%
JD vs OUST
-64.1%
+5.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +14.0% | -12.4% | -0.1% |
| 7D | +13.4% | +17.0% | -3.6% | +10.8% |
| 30D | +7.7% | -16.5% | +24.2% | +9.4% |
| 3M | -11.3% | -23.7% | +12.4% | -9.6% |
| 6M | -5.1% | +18.4% | -23.5% | -12.6% |
| YTD | +5.0% | +60.8% | -55.7% | -8.6% |
| 1Y | -5.6% | +44.2% | -49.8% | -17.0% |
| 3Y | +17.8% | +668.1% | -650.3% | -31.8% |
| 5Y | -57.2% | -48.8% | -8.3% | -63.2% |
| All | -58.4% | -64.1% | +5.8% | -57.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling