-30.0%
OPEN vs OUST
+626.4%
-656.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +14.0% | -35.8% | -26.0% |
| 7D | -22.2% | +17.0% | -39.2% | -26.8% |
| 30D | -38.3% | -16.5% | -21.8% | -36.2% |
| 3M | -59.4% | -23.7% | -35.7% | -57.2% |
| 6M | -74.4% | +18.4% | -92.7% | -78.4% |
| YTD | -76.0% | +60.8% | -136.8% | -82.1% |
| 1Y | -78.7% | +44.2% | -122.9% | -83.5% |
| 3Y | -30.0% | +668.1% | -698.1% | -73.4% |
| All | -30.0% | +626.4% | -656.4% | -73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling