-5.7%
LUV vs OUST
-49.1%
+43.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +14.0% | -14.0% | -1.4% |
| 7D | +4.8% | +17.0% | -12.2% | +2.9% |
| 30D | +6.5% | -16.5% | +23.0% | +8.0% |
| 3M | -4.9% | -23.7% | +18.8% | -3.0% |
| 6M | +8.1% | +18.4% | -10.3% | +2.4% |
| YTD | +9.0% | +60.8% | -51.8% | -0.9% |
| 1Y | +43.6% | +44.2% | -0.6% | +31.5% |
| 3Y | +101.4% | +668.1% | -566.7% | +38.0% |
| All | -5.7% | -49.1% | +43.3% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling