-20.0%
ONON vs OUST
-51.7%
+31.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.5% |
| 7D | -3.0% | +5.2% | -8.2% | -3.7% |
| 30D | -26.7% | -19.3% | -7.4% | -24.9% |
| 3M | -25.3% | -22.6% | -2.7% | -25.7% |
| 6M | -35.3% | +62.8% | -98.0% | -44.1% |
| YTD | -39.8% | +68.3% | -108.1% | -48.7% |
| 1Y | -39.2% | +28.5% | -67.8% | -47.3% |
| 3Y | -4.2% | +554.0% | -558.3% | -49.7% |
| All | -20.0% | -51.7% | +31.7% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling