+11.4%
O vs OUST
+41.3%
-29.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | 0.0% |
| 7D | +3.5% | +31.9% | -28.3% | +4.4% |
| 30D | +10.4% | -4.2% | +14.6% | +10.4% |
| 3M | -2.4% | -9.3% | +6.8% | -2.4% |
| 6M | -1.2% | +51.7% | -52.9% | -0.7% |
| YTD | +10.4% | +76.6% | -66.2% | +11.9% |
| 1Y | +11.4% | +48.9% | -37.5% | +13.0% |
| All | +11.4% | +41.3% | -29.9% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling