+286.8%
JPM vs OUST
-68.5%
+355.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -9.0% | +4.8% | -3.7% |
| 7D | -1.8% | -5.0% | +3.2% | -1.6% |
| 30D | +1.8% | -32.0% | +33.9% | +3.9% |
| 3M | -5.6% | -32.4% | +26.7% | -3.9% |
| 6M | +10.1% | +6.7% | +3.4% | +7.0% |
| YTD | +6.7% | +41.0% | -34.3% | +1.3% |
| 1Y | +10.3% | +18.0% | -7.7% | +5.6% |
| 3Y | +151.4% | +560.6% | -409.2% | +106.5% |
| 5Y | +127.3% | -55.1% | +182.4% | +105.1% |
| All | +286.8% | -68.5% | +355.4% | +259.9% |
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