+182.9%
NDAQ vs OUST
-62.3%
+245.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.7% |
| 7D | +1.7% | +19.9% | -18.2% | +0.7% |
| 30D | +16.2% | +3.6% | +12.6% | +15.7% |
| 3M | +14.0% | -20.6% | +34.6% | +14.7% |
| 6M | +22.3% | +35.1% | -12.8% | +17.3% |
| YTD | +13.0% | +69.1% | -56.1% | +6.2% |
| 1Y | +24.0% | +49.9% | -25.9% | +17.2% |
| 3Y | +117.1% | +642.4% | -525.3% | +75.7% |
| 5Y | +67.5% | -48.3% | +115.8% | +50.4% |
| All | +182.9% | -62.3% | +245.2% | +156.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling