+31.2%
O vs OUST
-64.1%
+95.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +14.0% | -14.8% | -1.0% |
| 7D | +3.7% | +17.0% | -13.3% | +3.4% |
| 30D | +11.2% | -16.5% | +27.7% | +11.5% |
| 3M | -4.0% | -23.7% | +19.7% | -3.7% |
| 6M | -5.2% | +18.4% | -23.6% | -6.6% |
| YTD | +9.5% | +60.8% | -51.3% | +6.6% |
| 1Y | +10.6% | +44.2% | -33.6% | +7.9% |
| 3Y | +38.1% | +668.1% | -630.0% | +23.0% |
| 5Y | +10.2% | -48.8% | +59.1% | +2.8% |
| All | +31.2% | -64.1% | +95.3% | +17.4% |
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