+49.6%
ON vs OUST
+46.4%
+3.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.4% | +1.3% |
| 7D | +17.0% | +19.9% | -2.9% | +10.9% |
| 30D | -3.9% | +3.6% | -7.5% | -5.6% |
| 3M | -11.5% | -20.6% | +9.1% | -7.1% |
| 6M | -29.2% | +35.1% | -64.2% | -37.4% |
| YTD | +36.2% | +69.1% | -33.0% | +11.2% |
| 1Y | +49.6% | +49.9% | -0.3% | +25.6% |
| All | +49.6% | +46.4% | +3.2% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling