-60.1%
JD vs OUST
-65.5%
+5.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.5% | +10.1% | +2.6% |
| 7D | -4.1% | -3.8% | -0.3% | -3.9% |
| 30D | +4.6% | +5.1% | -0.4% | +3.2% |
| 3M | -4.7% | -25.8% | +21.1% | -2.7% |
| 6M | -17.4% | -2.0% | -15.3% | -21.6% |
| YTD | +0.7% | +54.7% | -54.0% | -12.1% |
| 1Y | -5.9% | +48.8% | -54.7% | -17.8% |
| 3Y | +18.9% | +607.8% | -588.9% | -30.2% |
| 5Y | -62.9% | -52.7% | -10.2% | -67.8% |
| All | -60.1% | -65.5% | +5.4% | -59.4% |
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