+135.3%
META vs OUST
-62.4%
+197.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.8% |
| 7D | +6.7% | +5.2% | +1.5% | +6.0% |
| 30D | +4.8% | -19.3% | +24.0% | +7.2% |
| 3M | -1.6% | -22.6% | +21.0% | -1.0% |
| 6M | -7.5% | +62.8% | -70.2% | -16.7% |
| YTD | -6.4% | +68.3% | -74.7% | -16.6% |
| 1Y | -17.3% | +28.5% | -45.9% | -25.1% |
| 3Y | +109.9% | +554.0% | -444.1% | +34.9% |
| 5Y | +65.4% | -56.2% | +121.6% | +39.1% |
| All | +135.3% | -62.4% | +197.7% | +106.5% |
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