-5.8%
LOW vs OUST
+554.0%
-559.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.2% |
| 7D | -1.7% | +5.2% | -7.0% | -1.9% |
| 30D | -7.0% | -19.3% | +12.2% | -6.5% |
| 3M | -0.9% | -22.6% | +21.8% | -0.8% |
| 6M | -20.1% | +62.8% | -82.9% | -23.4% |
| YTD | -13.9% | +68.3% | -82.2% | -17.8% |
| 1Y | -21.1% | +28.5% | -49.7% | -24.3% |
| All | -5.8% | +554.0% | -559.8% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling