+24.1%
LUV vs OUST
+34.0%
-9.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.3% | -2.7% |
| 7D | +3.1% | +12.7% | -9.6% | +2.0% |
| 30D | -17.4% | -13.6% | -3.8% | -16.5% |
| 3M | -4.9% | -8.3% | +3.4% | -5.9% |
| 6M | -5.7% | +85.0% | -90.7% | -14.7% |
| YTD | -5.2% | +73.2% | -78.4% | -14.1% |
| 1Y | +24.1% | +32.5% | -8.3% | +14.0% |
| All | +24.1% | +34.0% | -9.9% | +14.0% |
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