-3.9%
ONON vs OUST
-55.7%
+51.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.5% | +10.2% | +2.9% |
| 7D | -10.0% | -3.8% | -6.2% | -9.6% |
| 30D | -5.3% | +5.1% | -10.3% | -6.7% |
| 3M | +6.5% | -25.8% | +32.3% | +9.4% |
| 6M | -5.0% | -2.0% | -3.0% | -10.9% |
| YTD | -27.6% | +54.7% | -82.4% | -38.5% |
| 1Y | -20.7% | +48.8% | -69.5% | -32.4% |
| 3Y | +26.6% | +607.8% | -581.2% | -35.4% |
| 5Y | -9.6% | -52.7% | +43.1% | -18.3% |
| All | -3.9% | -55.7% | +51.7% | -10.9% |
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