+17.3%
NFLX vs OUST
-60.6%
+77.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -0.3% | +31.9% | -32.1% | -2.6% |
| 30D | -10.0% | -4.2% | -5.8% | -10.1% |
| 3M | -17.1% | -9.3% | -7.8% | -17.2% |
| 6M | -27.7% | +51.7% | -79.4% | -33.1% |
| YTD | -32.5% | +76.6% | -109.1% | -39.4% |
| 1Y | -43.5% | +48.9% | -92.4% | -48.6% |
| 3Y | +41.4% | +675.3% | -633.8% | -4.5% |
| 5Y | -2.2% | -44.0% | +41.8% | -16.3% |
| All | +17.3% | -60.6% | +77.9% | +2.1% |
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