+26.9%
LUV vs OUST
-60.2%
+87.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.8% | -6.7% | +3.1% |
| 7D | +5.3% | +36.7% | -31.4% | +2.1% |
| 30D | +11.1% | -3.3% | +14.5% | +11.0% |
| 3M | -1.1% | -11.1% | +10.0% | -0.8% |
| 6M | +13.1% | +53.1% | -40.0% | +5.1% |
| YTD | +13.5% | +78.2% | -64.7% | +3.0% |
| 1Y | +45.2% | +50.0% | -4.8% | +33.5% |
| 3Y | +111.4% | +836.2% | -724.8% | +48.4% |
| 5Y | -0.9% | -50.0% | +49.0% | -17.7% |
| All | +26.9% | -60.2% | +87.2% | +6.4% |
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