+14.9%
O vs OUST
-56.2%
+71.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.8% |
| 7D | -0.7% | +5.2% | -6.0% | -0.8% |
| 30D | -1.9% | -19.3% | +17.4% | -1.5% |
| 3M | +3.8% | -22.6% | +26.5% | +3.8% |
| 6M | -4.7% | +62.8% | -67.5% | -7.1% |
| YTD | +12.5% | +68.3% | -55.9% | +9.5% |
| 1Y | +10.8% | +28.5% | -17.7% | +8.3% |
| 3Y | +28.8% | +554.0% | -525.3% | +13.9% |
| All | +14.9% | -56.2% | +71.1% | +7.8% |
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 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