+101.4%
LUV vs OUST
+626.4%
-525.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +14.0% | -14.0% | -1.3% |
| 7D | +4.8% | +17.0% | -12.2% | +3.0% |
| 30D | +6.5% | -16.5% | +23.0% | +7.9% |
| 3M | -4.9% | -23.7% | +18.8% | -3.1% |
| 6M | +8.1% | +18.4% | -10.3% | +2.8% |
| YTD | +9.0% | +60.8% | -51.8% | -0.2% |
| 1Y | +43.6% | +44.2% | -0.6% | +32.4% |
| 3Y | +101.4% | +668.1% | -566.7% | +36.8% |
| All | +101.4% | +626.4% | -525.0% | +36.8% |
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