+352.7%
ONTO vs OUST
-68.5%
+421.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -9.0% | -6.6% | -13.7% |
| 7D | -29.7% | -5.0% | -24.7% | -29.1% |
| 30D | -50.3% | -32.0% | -18.2% | -46.2% |
| 3M | -43.5% | -32.4% | -11.1% | -38.9% |
| 6M | -48.9% | +6.7% | -55.6% | -50.0% |
| YTD | -1.2% | +41.0% | -42.2% | -9.0% |
| 1Y | +14.9% | +18.0% | -3.1% | +8.7% |
| 3Y | +31.2% | +560.6% | -529.4% | -19.6% |
| 5Y | +68.1% | -55.1% | +123.2% | +42.3% |
| All | +352.7% | -68.5% | +421.2% | +296.6% |
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