+14.9%
ONTO vs OUST
-1.5%
+16.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -9.0% | -6.6% | -12.0% |
| 7D | -29.7% | -5.0% | -24.7% | -28.5% |
| 30D | -50.3% | -32.0% | -18.2% | -42.3% |
| 3M | -43.5% | -32.4% | -11.1% | -34.8% |
| 6M | -48.9% | +6.7% | -55.6% | -50.4% |
| YTD | -1.2% | +41.0% | -42.2% | -17.9% |
| 1Y | +14.9% | +18.0% | -3.1% | +1.0% |
| All | +14.9% | -1.5% | +16.4% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling