+23.2%
OMC vs OUST
+32.6%
-9.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +14.0% | -14.8% | -0.3% |
| 7D | +6.3% | +17.0% | -10.7% | +6.9% |
| 30D | +15.4% | -16.5% | +31.9% | +14.7% |
| 3M | +5.8% | -23.7% | +29.4% | +5.1% |
| 6M | +14.7% | +18.4% | -3.7% | +14.5% |
| YTD | +10.3% | +60.8% | -50.5% | +9.3% |
| 1Y | +23.2% | +44.2% | -21.0% | +22.2% |
| All | +23.2% | +32.6% | -9.3% | +22.2% |
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 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