-2.2%
ONON vs OUST
+38.1%
-40.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.2% | -0.5% | -4.8% |
| 7D | -11.9% | +19.9% | -31.8% | -11.7% |
| 30D | -6.8% | +3.6% | -10.4% | -6.7% |
| 3M | +6.6% | -20.6% | +27.3% | +6.0% |
| 6M | -2.2% | +35.1% | -37.3% | -8.8% |
| All | -2.2% | +38.1% | -40.4% | -8.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling