+23.2%
LUV vs OUST
-65.5%
+88.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.5% | +7.9% | +0.2% |
| 7D | +1.1% | -3.8% | +4.9% | +1.4% |
| 30D | +14.2% | +5.1% | +9.2% | +13.2% |
| 3M | +0.6% | -25.8% | +26.4% | +2.8% |
| 6M | +15.1% | -2.0% | +17.1% | +12.0% |
| YTD | +10.2% | +54.7% | -44.5% | +1.3% |
| 1Y | +38.4% | +48.8% | -10.4% | +27.4% |
| 3Y | +107.5% | +607.8% | -500.3% | +49.9% |
| 5Y | +1.1% | -52.7% | +53.8% | -15.2% |
| All | +23.2% | -65.5% | +88.7% | +4.6% |
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