-0.8%
ONON vs OUST
-49.4%
+48.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -10.1% | +14.0% | -24.1% | -11.9% |
| 30D | -1.8% | +2.5% | -4.4% | -3.0% |
| 3M | +12.3% | -15.3% | +27.6% | +13.4% |
| 6M | +2.0% | +42.6% | -40.6% | -10.0% |
| YTD | -25.3% | +76.6% | -101.9% | -37.6% |
| 1Y | -1.3% | +54.1% | -55.4% | -16.2% |
| 3Y | +29.0% | +675.3% | -646.2% | -34.7% |
| 5Y | -6.2% | -45.1% | +38.9% | -17.1% |
| All | -0.8% | -49.4% | +48.5% | -9.6% |
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 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