+677.7%
ONTO vs OUST
-62.4%
+740.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.5% | +5.8% |
| 7D | -1.0% | +5.2% | -6.3% | -2.1% |
| 30D | -2.9% | -19.3% | +16.4% | +1.3% |
| 3M | -2.5% | -22.6% | +20.2% | +1.9% |
| 6M | +28.2% | +62.8% | -34.6% | +15.4% |
| YTD | +69.8% | +68.3% | +1.4% | +50.9% |
| 1Y | +162.9% | +28.5% | +134.3% | +140.7% |
| 3Y | +95.9% | +554.0% | -458.1% | +19.1% |
| 5Y | +244.5% | -56.2% | +300.7% | +186.1% |
| All | +677.7% | -62.4% | +740.2% | +557.8% |
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