+108.1%
OMC vs OUST
-65.5%
+173.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.5% | +9.8% | +1.6% |
| 7D | +1.9% | -3.8% | +5.6% | +2.0% |
| 30D | +12.2% | +5.1% | +7.2% | +11.7% |
| 3M | +0.6% | -25.8% | +26.4% | +1.4% |
| 6M | +21.0% | -2.0% | +23.0% | +18.7% |
| YTD | +12.4% | +54.7% | -42.4% | +6.6% |
| 1Y | +25.4% | +48.8% | -23.4% | +19.0% |
| 3Y | +29.2% | +607.8% | -578.6% | +5.9% |
| 5Y | +52.6% | -52.7% | +105.3% | +33.7% |
| All | +108.1% | -65.5% | +173.6% | +75.2% |
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