+123.2%
JNJ vs OUST
-65.5%
+188.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.5% | +9.3% | +0.7% |
| 7D | +3.5% | -3.8% | +7.2% | +3.4% |
| 30D | +12.5% | +5.1% | +7.5% | +12.6% |
| 3M | +9.6% | -25.8% | +35.4% | +9.4% |
| 6M | +25.3% | -2.0% | +27.4% | +25.3% |
| YTD | +40.3% | +54.7% | -14.4% | +40.3% |
| 1Y | +49.6% | +48.8% | +0.8% | +49.7% |
| 3Y | +110.8% | +607.8% | -497.0% | +109.4% |
| 5Y | +99.1% | -52.7% | +151.8% | +95.7% |
| All | +123.2% | -65.5% | +188.7% | +115.9% |
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 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