+139.1%
ON vs OUST
-68.5%
+207.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -9.0% | -2.5% | -9.7% |
| 7D | -16.3% | -5.0% | -11.2% | -15.5% |
| 30D | -27.0% | -32.0% | +5.0% | -21.5% |
| 3M | -18.1% | -32.4% | +14.3% | -12.2% |
| 6M | -38.6% | +6.7% | -45.3% | -41.5% |
| YTD | +16.4% | +41.0% | -24.7% | +3.5% |
| 1Y | +25.8% | +18.0% | +7.8% | +15.1% |
| 3Y | -7.7% | +560.6% | -568.3% | -49.1% |
| 5Y | +6.6% | -55.1% | +61.7% | -11.9% |
| All | +139.1% | -68.5% | +207.7% | +108.0% |
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