+16.2%
NFLX vs OUST
-62.3%
+78.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.2% | +1.4% | -2.5% |
| 7D | -4.4% | +19.9% | -24.3% | -5.8% |
| 30D | -11.0% | +3.6% | -14.6% | -11.7% |
| 3M | -15.5% | -20.6% | +5.1% | -14.7% |
| 6M | -28.5% | +35.1% | -63.5% | -33.1% |
| YTD | -33.1% | +69.1% | -102.3% | -39.7% |
| 1Y | -45.8% | +49.9% | -95.8% | -50.7% |
| 3Y | +40.2% | +642.4% | -602.2% | -5.1% |
| 5Y | -8.2% | -48.3% | +40.1% | -21.0% |
| All | +16.2% | -62.3% | +78.5% | +1.5% |
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