+106.0%
OMC vs OUST
-68.5%
+174.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.0% | +8.5% | -0.1% |
| 7D | +7.6% | -5.0% | +12.6% | +7.7% |
| 30D | +16.0% | -32.0% | +48.0% | +17.5% |
| 3M | +7.7% | -32.4% | +40.0% | +8.9% |
| 6M | +14.5% | +6.7% | +7.8% | +11.5% |
| YTD | +11.2% | +41.0% | -29.8% | +6.0% |
| 1Y | +23.6% | +18.0% | +5.6% | +18.6% |
| 3Y | +24.7% | +560.6% | -535.9% | +2.5% |
| 5Y | +51.3% | -55.1% | +106.5% | +33.0% |
| All | +106.0% | -68.5% | +174.5% | +74.2% |
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 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