+17.8%
JD vs OUST
+626.4%
-608.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +14.0% | -12.4% | +0.5% |
| 7D | +13.4% | +17.0% | -3.6% | +11.7% |
| 30D | +7.7% | -16.5% | +24.2% | +8.8% |
| 3M | -11.3% | -23.7% | +12.4% | -10.1% |
| 6M | -5.1% | +18.4% | -23.5% | -10.7% |
| YTD | +5.0% | +60.8% | -55.7% | -5.0% |
| 1Y | -5.6% | +44.2% | -49.8% | -14.1% |
| 3Y | +17.8% | +668.1% | -650.3% | -21.2% |
| All | +17.8% | +626.4% | -608.6% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling