+115.8%
JNJ vs OUST
-64.1%
+179.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +14.0% | -12.6% | +1.5% |
| 7D | +1.1% | +17.0% | -15.9% | +1.2% |
| 30D | +6.9% | -16.5% | +23.4% | +6.8% |
| 3M | +8.0% | -23.7% | +31.7% | +7.9% |
| 6M | +24.3% | +18.4% | +5.9% | +24.2% |
| YTD | +35.6% | +60.8% | -25.2% | +35.7% |
| 1Y | +51.1% | +44.2% | +6.9% | +51.1% |
| 3Y | +98.3% | +668.1% | -569.8% | +97.0% |
| 5Y | +94.3% | -48.8% | +143.2% | +91.1% |
| All | +115.8% | -64.1% | +179.9% | +108.7% |
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