-85.2%
OPEN vs OUST
-62.4%
-22.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.0% | 0.0% |
| 7D | -4.3% | +5.2% | -9.5% | -6.1% |
| 30D | -16.2% | -19.3% | +3.0% | -10.0% |
| 3M | -36.4% | -22.6% | -13.7% | -34.7% |
| 6M | -35.5% | +62.8% | -98.2% | -53.6% |
| YTD | -46.0% | +68.3% | -114.3% | -62.2% |
| 1Y | -47.1% | +28.5% | -75.7% | -59.6% |
| 3Y | -19.0% | +554.0% | -573.1% | -76.5% |
| 5Y | -83.6% | -56.2% | -27.4% | -88.6% |
| All | -85.2% | -62.4% | -22.7% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling