+151.4%
NDAQ vs OUST
-62.4%
+213.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.5% | -1.9% |
| 7D | -2.4% | +5.2% | -7.7% | -2.7% |
| 30D | +2.5% | -19.3% | +21.7% | +3.4% |
| 3M | +9.9% | -22.6% | +32.6% | +10.0% |
| 6M | +9.4% | +62.8% | -53.3% | +3.8% |
| YTD | +0.4% | +68.3% | -67.9% | -5.2% |
| 1Y | +4.0% | +28.5% | -24.5% | -1.0% |
| 3Y | +94.4% | +554.0% | -459.7% | +58.7% |
| 5Y | +56.7% | -56.2% | +112.9% | +41.8% |
| All | +151.4% | -62.4% | +213.8% | +129.3% |
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