+109.6%
ORCL vs OUST
-60.6%
+170.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | -6.5% | +31.9% | -38.4% | -9.1% |
| 30D | -16.6% | -4.2% | -12.4% | -16.5% |
| 3M | -21.6% | -9.3% | -12.3% | -21.4% |
| 6M | -39.4% | +51.7% | -91.0% | -42.3% |
| YTD | -38.7% | +76.6% | -115.3% | -42.6% |
| 1Y | -50.4% | +48.9% | -99.2% | -53.1% |
| 3Y | +8.1% | +675.3% | -667.2% | -9.5% |
| 5Y | +34.5% | -44.0% | +78.6% | +17.9% |
| All | +109.6% | -60.6% | +170.2% | +82.5% |
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