+93.4%
OMC vs OUST
-62.4%
+155.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.6% |
| 7D | -6.4% | +5.2% | -11.6% | -6.6% |
| 30D | +1.1% | -19.3% | +20.4% | +1.9% |
| 3M | +10.4% | -22.6% | +33.0% | +10.4% |
| 6M | -1.7% | +62.8% | -64.5% | -6.3% |
| YTD | +4.4% | +68.3% | -63.9% | -0.9% |
| 1Y | +8.4% | +28.5% | -20.1% | +3.6% |
| 3Y | +14.4% | +554.0% | -539.6% | -5.6% |
| 5Y | +33.9% | -56.2% | +90.1% | +17.4% |
| All | +93.4% | -62.4% | +155.9% | +62.9% |
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