-4.5%
META vs OUST
-1.5%
-3.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.0% | +5.0% | -3.0% |
| 7D | -3.1% | -5.0% | +1.9% | -2.7% |
| 30D | -18.1% | -32.0% | +13.9% | -15.3% |
| 3M | +2.9% | -32.4% | +35.2% | +6.0% |
| 6M | +0.2% | +6.7% | -6.5% | -5.0% |
| YTD | -8.1% | +41.0% | -49.1% | -18.2% |
| 1Y | -4.5% | +18.0% | -22.5% | -13.2% |
| All | -4.5% | -1.5% | -3.0% | -13.2% |
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