+17.5%
NFLX vs OUST
-64.1%
+81.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +14.0% | -17.3% | -4.4% |
| 7D | +2.1% | +17.0% | -14.9% | +0.7% |
| 30D | -9.0% | -16.5% | +7.5% | -8.2% |
| 3M | -14.0% | -23.7% | +9.7% | -12.9% |
| 6M | -28.2% | +18.4% | -46.5% | -32.1% |
| YTD | -32.4% | +60.8% | -93.2% | -38.7% |
| 1Y | -42.2% | +44.2% | -86.4% | -47.3% |
| 3Y | +45.9% | +668.1% | -622.2% | -2.2% |
| 5Y | -1.8% | -48.8% | +47.0% | -15.3% |
| All | +17.5% | -64.1% | +81.7% | +3.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling