+62.6%
NDAQ vs OUST
-49.1%
+111.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +14.0% | -13.7% | -0.5% |
| 7D | +0.8% | +17.0% | -16.2% | -0.1% |
| 30D | +16.5% | -16.5% | +33.0% | +17.3% |
| 3M | +13.5% | -23.7% | +37.2% | +14.5% |
| 6M | +20.9% | +18.4% | +2.6% | +16.4% |
| YTD | +11.4% | +60.8% | -49.4% | +4.3% |
| 1Y | +25.9% | +44.2% | -18.3% | +18.5% |
| 3Y | +119.9% | +668.1% | -548.3% | +71.6% |
| All | +62.6% | -49.1% | +111.7% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling