-93.4%
OPEN vs OUST
-64.1%
-29.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +14.0% | -35.8% | -27.0% |
| 7D | -22.2% | +17.0% | -39.2% | -28.0% |
| 30D | -38.3% | -16.5% | -21.8% | -35.8% |
| 3M | -59.4% | -23.7% | -35.7% | -56.9% |
| 6M | -74.4% | +18.4% | -92.7% | -79.4% |
| YTD | -76.0% | +60.8% | -136.8% | -83.5% |
| 1Y | -78.7% | +44.2% | -122.9% | -84.7% |
| 3Y | -30.0% | +668.1% | -698.1% | -81.8% |
| 5Y | -93.7% | -48.8% | -44.9% | -95.9% |
| All | -93.4% | -64.1% | -29.3% | -94.7% |
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