+53.5%
OMC vs OUST
-49.4%
+103.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.4% |
| 7D | +6.8% | +31.9% | -25.1% | +5.5% |
| 30D | +16.2% | -4.2% | +20.4% | +16.1% |
| 3M | +6.0% | -9.3% | +15.3% | +6.0% |
| 6M | +17.7% | +51.7% | -33.9% | +12.3% |
| YTD | +13.5% | +76.6% | -63.2% | +6.3% |
| 1Y | +27.2% | +48.9% | -21.7% | +20.2% |
| 3Y | +30.4% | +675.3% | -644.9% | +3.0% |
| 5Y | +53.5% | -44.0% | +97.5% | +33.7% |
| All | +53.5% | -49.4% | +103.0% | +33.7% |
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 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