+0.8%
META vs OUST
+11.1%
-10.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +15.7% | -14.3% | -0.1% |
| 7D | +2.9% | -0.2% | +3.1% | +2.7% |
| 30D | -15.1% | -24.0% | +8.9% | -13.2% |
| 3M | +7.2% | -29.9% | +37.1% | +10.0% |
| 6M | +3.4% | +19.1% | -15.8% | -2.9% |
| YTD | -4.3% | +55.0% | -59.3% | -15.2% |
| 1Y | +0.8% | +21.2% | -20.4% | -8.4% |
| All | +0.8% | +11.1% | -10.3% | -8.4% |
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