-93.4%
OPEN vs OUST
-60.2%
-33.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.8% | -10.1% | -3.3% |
| 7D | -21.7% | +36.7% | -58.3% | -31.6% |
| 30D | -36.5% | -3.3% | -33.2% | -37.5% |
| 3M | -59.5% | -11.1% | -48.4% | -59.5% |
| 6M | -71.9% | +53.1% | -124.9% | -79.5% |
| YTD | -75.8% | +78.2% | -154.0% | -84.0% |
| 1Y | -78.5% | +50.0% | -128.5% | -84.8% |
| 3Y | -30.2% | +836.2% | -866.4% | -83.3% |
| 5Y | -93.3% | -50.0% | -43.3% | -95.6% |
| All | -93.4% | -60.2% | -33.1% | -94.9% |
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