-39.3%
NFLX vs OUST
+11.1%
-50.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +15.7% | -11.1% | +5.1% |
| 7D | +7.1% | -0.2% | +7.3% | +7.0% |
| 30D | -1.6% | -24.0% | +22.3% | -2.4% |
| 3M | -9.8% | -29.9% | +20.1% | -10.5% |
| 6M | -27.1% | +19.1% | -46.2% | -27.4% |
| YTD | -29.2% | +55.0% | -84.2% | -30.8% |
| 1Y | -39.3% | +21.2% | -60.4% | -40.8% |
| All | -39.3% | +11.1% | -50.3% | -40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling