+1.5%
NFLX vs OUST
-56.4%
+57.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.0% | +7.8% | -0.5% |
| 7D | +5.7% | -5.0% | +10.7% | +6.0% |
| 30D | -4.6% | -32.0% | +27.5% | -1.8% |
| 3M | -11.6% | -32.4% | +20.7% | -9.5% |
| 6M | -25.4% | +6.7% | -32.1% | -29.3% |
| YTD | -30.1% | +41.0% | -71.1% | -36.6% |
| 1Y | -40.3% | +18.0% | -58.3% | -45.1% |
| 3Y | +51.6% | +560.6% | -509.0% | -3.7% |
| 5Y | +1.5% | -55.1% | +56.6% | +10.7% |
| All | +1.5% | -56.4% | +57.9% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling