+140.3%
ON vs OUST
-64.1%
+204.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +14.0% | -13.5% | -2.3% |
| 7D | -11.7% | +17.0% | -28.7% | -14.7% |
| 30D | -23.3% | -16.5% | -6.8% | -21.0% |
| 3M | -19.2% | -23.7% | +4.5% | -15.7% |
| 6M | -40.1% | +18.4% | -58.5% | -44.2% |
| YTD | +16.9% | +60.8% | -43.9% | +1.1% |
| 1Y | +29.7% | +44.2% | -14.5% | +13.9% |
| 3Y | -4.4% | +668.1% | -672.5% | -49.0% |
| 5Y | +7.1% | -48.8% | +55.9% | -13.9% |
| All | +140.3% | -64.1% | +204.4% | +103.2% |
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 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