+181.1%
ORCL vs OUST
-62.4%
+243.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.9% |
| 7D | +5.3% | +5.2% | 0.0% | +4.8% |
| 30D | +10.0% | -19.3% | +29.2% | +11.8% |
| 3M | -32.6% | -22.6% | -9.9% | -32.0% |
| 6M | +4.9% | +62.8% | -57.8% | -0.5% |
| YTD | -17.8% | +68.3% | -86.1% | -22.4% |
| 1Y | -28.0% | +28.5% | -56.5% | -31.4% |
| 3Y | +36.0% | +554.0% | -518.0% | +15.1% |
| 5Y | +88.7% | -56.2% | +144.9% | +66.6% |
| All | +181.1% | -62.4% | +243.5% | +146.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling