+8.6%
LUV vs OUST
-62.4%
+71.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +2.1% |
| 7D | +0.4% | +5.2% | -4.8% | -0.1% |
| 30D | -18.4% | -19.3% | +0.8% | -16.9% |
| 3M | -3.2% | -22.6% | +19.4% | -2.8% |
| 6M | -14.8% | +62.8% | -77.6% | -21.2% |
| YTD | -2.9% | +68.3% | -71.2% | -10.9% |
| 1Y | +29.6% | +28.5% | +1.0% | +20.4% |
| 3Y | +35.2% | +554.0% | -518.8% | -1.5% |
| 5Y | -11.7% | -56.2% | +44.5% | -25.7% |
| All | +8.6% | -62.4% | +71.1% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling