+45.1%
NFLX vs OUST
-62.4%
+107.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.7% | -7.0% | -5.5% |
| 7D | -4.2% | +5.2% | -9.5% | -4.7% |
| 30D | +5.5% | -19.3% | +24.7% | +7.0% |
| 3M | -4.1% | -22.6% | +18.6% | -4.1% |
| 6M | -20.7% | +62.8% | -83.5% | -27.2% |
| YTD | -16.5% | +68.3% | -84.9% | -24.2% |
| 1Y | -37.8% | +28.5% | -66.3% | -42.8% |
| 3Y | +77.9% | +554.0% | -476.2% | +22.5% |
| 5Y | +32.5% | -56.2% | +88.7% | +15.3% |
| All | +45.1% | -62.4% | +107.5% | +27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling