-22.1%
ONON vs OUST
-50.3%
+28.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -3.0% |
| 7D | -1.7% | +12.7% | -14.4% | -3.3% |
| 30D | -27.4% | -13.6% | -13.8% | -26.3% |
| 3M | -26.5% | -8.3% | -18.2% | -28.7% |
| 6M | -34.2% | +85.0% | -119.2% | -44.3% |
| YTD | -41.3% | +73.2% | -114.6% | -50.3% |
| 1Y | -39.7% | +32.5% | -72.1% | -47.9% |
| 3Y | -7.8% | +643.8% | -651.7% | -52.9% |
| All | -22.1% | -50.3% | +28.3% | -28.0% |
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 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