+501.8%
NET vs OUST
-62.4%
+564.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.6% | -2.3% |
| 7D | -7.0% | +5.2% | -12.2% | -8.1% |
| 30D | -4.8% | -19.3% | +14.5% | -0.7% |
| 3M | +3.8% | -22.6% | +26.5% | +4.9% |
| 6M | +50.0% | +62.8% | -12.7% | +22.1% |
| YTD | +41.5% | +68.3% | -26.9% | +12.7% |
| 1Y | +32.8% | +28.5% | +4.3% | +10.0% |
| 3Y | +335.9% | +554.0% | -218.2% | +80.5% |
| 5Y | +113.8% | -56.2% | +170.0% | +70.5% |
| All | +501.8% | -62.4% | +564.2% | +426.4% |
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