-78.7%
OPEN vs OUST
+32.6%
-111.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +14.0% | -35.8% | -25.3% |
| 7D | -22.2% | +17.0% | -39.2% | -26.1% |
| 30D | -38.3% | -16.5% | -21.8% | -36.2% |
| 3M | -59.4% | -23.7% | -35.7% | -57.4% |
| 6M | -74.4% | +18.4% | -92.7% | -78.1% |
| YTD | -76.0% | +60.8% | -136.8% | -82.9% |
| 1Y | -78.7% | +44.2% | -122.9% | -83.8% |
| All | -78.7% | +32.6% | -111.2% | -83.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling