+39.2%
O vs OUST
+537.2%
-498.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.0% | +9.5% | +0.5% |
| 7D | +4.5% | -5.0% | +9.6% | +4.5% |
| 30D | +10.2% | -32.0% | +42.2% | +10.4% |
| 3M | -3.8% | -32.4% | +28.6% | -3.6% |
| 6M | -3.8% | +6.7% | -10.6% | -4.7% |
| YTD | +10.3% | +41.0% | -30.7% | +8.7% |
| 1Y | +11.9% | +18.0% | -6.1% | +10.5% |
| All | +39.2% | +537.2% | -498.0% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling