+66.2%
NDAQ vs OUST
-53.0%
+119.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.5% | +8.4% | +0.3% |
| 7D | +1.3% | -3.8% | +5.0% | +1.4% |
| 30D | +18.0% | +5.1% | +12.9% | +17.3% |
| 3M | +11.5% | -25.8% | +37.3% | +12.7% |
| 6M | +21.1% | -2.0% | +23.1% | +18.3% |
| YTD | +12.8% | +54.7% | -41.9% | +5.8% |
| 1Y | +25.7% | +48.8% | -23.1% | +18.0% |
| 3Y | +116.8% | +607.8% | -491.0% | +70.4% |
| All | +66.2% | -53.0% | +119.3% | +71.2% |
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