-90.7%
OPEN vs OUST
-65.4%
-25.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +15.7% | -1.9% | +7.9% |
| 7D | +3.7% | -0.2% | +3.9% | +3.7% |
| 30D | -14.3% | -24.0% | +9.7% | -6.1% |
| 3M | -51.9% | -29.9% | -22.1% | -46.3% |
| 6M | -61.4% | +19.1% | -80.6% | -68.6% |
| YTD | -66.0% | +55.0% | -121.0% | -75.9% |
| 1Y | -71.4% | +21.2% | -92.6% | -77.6% |
| 3Y | -5.3% | +626.0% | -631.2% | -74.4% |
| 5Y | -91.7% | -51.6% | -40.1% | -94.4% |
| All | -90.7% | -65.4% | -25.3% | -92.3% |
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