-61.3%
JD vs OUST
-56.2%
-5.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.7% |
| 7D | -1.7% | +5.2% | -6.9% | -2.3% |
| 30D | -13.2% | -19.3% | +6.1% | -11.2% |
| 3M | -3.2% | -22.6% | +19.5% | -3.1% |
| 6M | +15.2% | +62.8% | -47.6% | +2.1% |
| YTD | +2.0% | +68.3% | -66.4% | -10.7% |
| 1Y | -5.4% | +28.5% | -33.9% | -15.6% |
| 3Y | -9.1% | +554.0% | -563.1% | -45.6% |
| All | -61.3% | -56.2% | -5.1% | -60.0% |
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