+34.8%
O vs OUST
-62.4%
+97.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.9% |
| YTD | +12.5% | +68.3% | -55.9% | +9.6% |
| 1Y | +10.8% | +28.5% | -17.7% | +8.4% |
| 3Y | +28.8% | +554.0% | -525.3% | +15.3% |
| 5Y | +13.2% | -56.2% | +69.4% | +5.9% |
| All | +34.8% | -62.4% | +97.2% | +20.7% |
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