+179.8%
ON vs OUST
-62.3%
+242.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.4% | +1.0% |
| 7D | +17.0% | +19.9% | -2.9% | +12.6% |
| 30D | -3.9% | +3.6% | -7.5% | -5.1% |
| 3M | -11.5% | -20.6% | +9.1% | -8.3% |
| 6M | -29.2% | +35.1% | -64.2% | -35.5% |
| YTD | +36.2% | +69.1% | -33.0% | +16.6% |
| 1Y | +49.6% | +49.9% | -0.3% | +30.5% |
| 3Y | +9.4% | +642.4% | -633.0% | -41.0% |
| 5Y | +25.8% | -48.3% | +74.1% | +0.8% |
| All | +179.8% | -62.3% | +242.1% | +134.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling