+59.2%
LUV vs OUST
+11.1%
+48.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +15.7% | -8.9% | +5.3% |
| 7D | +6.8% | -0.2% | +7.0% | +6.6% |
| 30D | +10.9% | -24.0% | +34.9% | +13.4% |
| 3M | -4.2% | -29.9% | +25.7% | -1.8% |
| 6M | +22.1% | +19.1% | +3.0% | +15.7% |
| YTD | +13.8% | +55.0% | -41.2% | +3.6% |
| 1Y | +59.2% | +21.2% | +38.1% | +48.2% |
| All | +59.2% | +11.1% | +48.2% | +48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling