+186.5%
NDAQ vs OUST
-60.6%
+247.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.4% |
| 7D | +2.9% | +31.9% | -29.0% | +1.3% |
| 30D | +17.5% | -4.2% | +21.7% | +17.4% |
| 3M | +15.4% | -9.3% | +24.7% | +15.4% |
| 6M | +24.6% | +51.7% | -27.1% | +18.8% |
| YTD | +14.4% | +76.6% | -62.2% | +7.3% |
| 1Y | +26.9% | +48.9% | -22.0% | +20.0% |
| 3Y | +119.8% | +675.3% | -555.4% | +77.5% |
| 5Y | +70.5% | -44.0% | +114.5% | +52.6% |
| All | +186.5% | -60.6% | +247.1% | +159.6% |
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