-94.4%
OPEN vs OUST
-65.5%
-28.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -8.5% | +4.9% | -0.5% |
| 7D | -15.0% | -3.8% | -11.2% | -13.9% |
| 30D | -40.2% | +5.1% | -45.3% | -42.9% |
| 3M | -67.4% | -25.8% | -41.6% | -65.0% |
| 6M | -74.0% | -2.0% | -72.0% | -77.0% |
| YTD | -79.6% | +54.7% | -134.3% | -85.8% |
| 1Y | -86.1% | +48.8% | -134.9% | -90.1% |
| 3Y | -41.4% | +607.8% | -649.2% | -84.1% |
| 5Y | -94.9% | -52.7% | -42.1% | -96.6% |
| All | -94.4% | -65.5% | -28.9% | -95.5% |
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