-92.0%
OPEN vs OUST
-56.4%
-35.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -9.0% | -0.6% | -6.0% |
| 7D | -5.8% | -5.0% | -0.7% | -3.7% |
| 30D | -21.1% | -32.0% | +10.9% | -9.2% |
| 3M | -52.4% | -32.4% | -20.0% | -45.8% |
| 6M | -65.8% | +6.7% | -72.5% | -71.3% |
| YTD | -69.3% | +41.0% | -110.3% | -77.9% |
| 1Y | -75.2% | +18.0% | -93.2% | -80.8% |
| 3Y | -14.4% | +560.6% | -575.0% | -79.3% |
| 5Y | -92.0% | -55.1% | -36.9% | -93.2% |
| All | -92.0% | -56.4% | -35.6% | -93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling