-16.8%
OPEN vs OUST
+554.0%
-570.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.0% | +0.1% |
| 7D | -4.3% | +5.2% | -9.5% | -5.8% |
| 30D | -16.2% | -19.3% | +3.0% | -11.0% |
| 3M | -36.4% | -22.6% | -13.7% | -34.7% |
| 6M | -35.5% | +62.8% | -98.2% | -51.1% |
| YTD | -46.0% | +68.3% | -114.3% | -60.0% |
| 1Y | -47.1% | +28.5% | -75.7% | -57.6% |
| All | -16.8% | +554.0% | -570.8% | -71.9% |
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 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