-59.0%
JD vs OUST
-68.5%
+9.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -9.0% | +12.3% | +4.4% |
| 7D | +11.7% | -5.0% | +16.8% | +12.1% |
| 30D | +8.1% | -32.0% | +40.1% | +12.6% |
| 3M | -12.0% | -32.4% | +20.4% | -8.9% |
| 6M | -3.5% | +6.7% | -10.2% | -9.9% |
| YTD | +3.3% | +41.0% | -37.7% | -8.5% |
| 1Y | -7.4% | +18.0% | -25.4% | -16.4% |
| 3Y | +16.6% | +560.6% | -544.0% | -31.0% |
| 5Y | -57.9% | -55.1% | -2.7% | -63.2% |
| All | -59.0% | -68.5% | +9.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling