+111.2%
ONTO vs OUST
-52.6%
+163.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +15.7% | -24.4% | -12.2% |
| 7D | -17.4% | -0.2% | -17.2% | -17.8% |
| 30D | -43.2% | -24.0% | -19.2% | -39.9% |
| 3M | -35.7% | -29.9% | -5.8% | -30.9% |
| 6M | -38.3% | +19.1% | -57.4% | -41.5% |
| YTD | +17.1% | +55.0% | -37.9% | +4.4% |
| 1Y | +43.1% | +21.2% | +22.0% | +32.9% |
| 3Y | +55.4% | +626.0% | -570.5% | -12.3% |
| 5Y | +111.2% | -51.6% | +162.8% | +107.8% |
| All | +111.2% | -52.6% | +163.8% | +107.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling