+62.9%
ON vs OUST
-56.2%
+119.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.6% |
| 7D | +2.4% | +5.2% | -2.8% | +1.3% |
| 30D | -3.3% | -19.3% | +16.0% | +0.8% |
| 3M | -43.6% | -22.6% | -20.9% | -42.0% |
| 6M | +19.0% | +62.8% | -43.8% | +3.8% |
| YTD | +37.4% | +68.3% | -31.0% | +17.7% |
| 1Y | +54.8% | +28.5% | +26.2% | +36.1% |
| 3Y | -25.2% | +554.0% | -579.2% | -60.6% |
| All | +62.9% | -56.2% | +119.1% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling