+25.2%
OMC vs OUST
+50.6%
-25.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.6% | +14.0% | -12.4% | +2.1% |
| 30D | +15.3% | +2.5% | +12.8% | +15.5% |
| 3M | +4.5% | -15.3% | +19.8% | +4.2% |
| 6M | +20.8% | +42.6% | -21.8% | +20.8% |
| YTD | +13.5% | +76.6% | -63.1% | +13.0% |
| 1Y | +25.2% | +54.1% | -28.8% | +24.3% |
| All | +25.2% | +50.6% | -25.3% | +24.3% |
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