+7.2%
ONON vs OUST
-48.9%
+56.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.8% | -10.4% | -1.0% |
| 7D | +5.7% | +36.7% | -31.0% | +0.9% |
| 30D | +7.0% | -3.3% | +10.3% | +6.5% |
| 3M | -0.1% | -11.1% | +11.1% | -0.1% |
| 6M | +6.5% | +53.1% | -46.6% | -7.1% |
| YTD | -19.3% | +78.2% | -97.5% | -32.6% |
| 1Y | +7.2% | +50.0% | -42.8% | -8.5% |
| 3Y | +39.1% | +836.2% | -797.1% | -32.9% |
| 5Y | -0.8% | -50.0% | +49.1% | -10.3% |
| All | +7.2% | -48.9% | +56.1% | -2.4% |
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 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