+292.3%
JPM vs OUST
-60.2%
+352.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +10.8% | -8.6% | +1.6% |
| 7D | +0.4% | +36.7% | -36.2% | -1.5% |
| 30D | +2.7% | -3.3% | +6.1% | +2.6% |
| 3M | -3.8% | -11.1% | +7.3% | -3.7% |
| 6M | +14.3% | +53.1% | -38.7% | +8.7% |
| YTD | +8.2% | +78.2% | -70.0% | +1.2% |
| 1Y | +11.0% | +50.0% | -39.1% | +4.7% |
| 3Y | +152.7% | +836.2% | -683.5% | +103.3% |
| 5Y | +130.8% | -50.0% | +180.8% | +106.4% |
| All | +292.3% | -60.2% | +352.5% | +259.7% |
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 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