+115.0%
JNJ vs OUST
-62.4%
+177.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.1% |
| 7D | +2.7% | +5.2% | -2.5% | +2.7% |
| 30D | +7.4% | -19.3% | +26.6% | +7.2% |
| 3M | +21.2% | -22.6% | +43.9% | +21.1% |
| 6M | +13.4% | +62.8% | -49.4% | +13.4% |
| YTD | +35.1% | +68.3% | -33.2% | +35.2% |
| 1Y | +57.4% | +28.5% | +28.9% | +57.5% |
| 3Y | +86.8% | +554.0% | -467.3% | +85.5% |
| 5Y | +80.8% | -56.2% | +137.0% | +77.2% |
| All | +115.0% | -62.4% | +177.4% | +108.0% |
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 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