+104.3%
OMC vs OUST
-64.1%
+168.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +14.0% | -14.8% | -1.4% |
| 7D | +6.3% | +17.0% | -10.7% | +5.5% |
| 30D | +15.4% | -16.5% | +31.9% | +15.9% |
| 3M | +5.8% | -23.7% | +29.4% | +6.4% |
| 6M | +14.7% | +18.4% | -3.7% | +11.1% |
| YTD | +10.3% | +60.8% | -50.5% | +4.5% |
| 1Y | +23.2% | +44.2% | -21.0% | +17.2% |
| 3Y | +24.6% | +668.1% | -643.5% | +1.7% |
| 5Y | +50.1% | -48.8% | +98.9% | +31.2% |
| All | +104.3% | -64.1% | +168.4% | +71.8% |
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