+97.7%
JNJ vs OUST
-45.2%
+143.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.5% | +14.0% | -12.5% | +1.5% |
| 30D | +6.3% | +2.5% | +3.8% | +6.3% |
| 3M | +8.5% | -15.3% | +23.8% | +8.4% |
| 6M | +28.0% | +42.6% | -14.6% | +27.8% |
| YTD | +37.7% | +76.6% | -38.9% | +37.5% |
| 1Y | +47.9% | +54.1% | -6.1% | +47.7% |
| 3Y | +107.4% | +675.3% | -567.9% | +103.6% |
| 5Y | +97.7% | -45.1% | +142.8% | +98.2% |
| All | +97.7% | -45.2% | +143.0% | +98.2% |
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 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