+182.3%
ON vs OUST
-62.4%
+244.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.7% |
| 7D | +2.4% | +5.2% | -2.8% | +1.4% |
| 30D | -3.3% | -19.3% | +16.0% | +0.6% |
| 3M | -43.6% | -22.6% | -20.9% | -42.1% |
| 6M | +19.0% | +62.8% | -43.8% | +4.6% |
| YTD | +37.4% | +68.3% | -31.0% | +18.7% |
| 1Y | +54.8% | +28.5% | +26.2% | +37.2% |
| 3Y | -25.2% | +554.0% | -579.2% | -58.6% |
| 5Y | +62.7% | -56.2% | +118.9% | +33.6% |
| All | +182.3% | -62.4% | +244.7% | +138.5% |
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