-57.1%
JD vs OUST
-49.1%
-8.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +14.0% | -12.4% | 0.0% |
| 7D | +13.4% | +17.0% | -3.6% | +10.9% |
| 30D | +7.7% | -16.5% | +24.2% | +9.3% |
| 3M | -11.3% | -23.7% | +12.4% | -9.6% |
| 6M | -5.1% | +18.4% | -23.5% | -12.4% |
| YTD | +5.0% | +60.8% | -55.7% | -8.2% |
| 1Y | -5.6% | +44.2% | -49.8% | -16.7% |
| 3Y | +17.8% | +668.1% | -650.3% | -31.5% |
| All | -57.1% | -49.1% | -8.1% | -58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling