+135.3%
JPM vs OUST
-53.0%
+188.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.5% | +9.5% | +1.5% |
| 7D | +3.5% | -3.8% | +7.3% | +3.7% |
| 30D | +3.3% | +5.1% | -1.8% | +2.6% |
| 3M | -4.2% | -25.8% | +21.6% | -3.0% |
| 6M | +16.4% | -2.0% | +18.4% | +13.9% |
| YTD | +9.5% | +54.7% | -45.2% | +2.8% |
| 1Y | +14.0% | +48.8% | -34.8% | +7.1% |
| 3Y | +153.1% | +607.8% | -454.7% | +103.2% |
| All | +135.3% | -53.0% | +188.3% | +105.1% |
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