-37.4%
ORCL vs OUST
+2.5%
-39.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -9.0% | +2.1% | -5.0% |
| 7D | -17.5% | -5.0% | -12.4% | -16.7% |
| 30D | -20.2% | -32.0% | +11.9% | -14.1% |
| 3M | -19.9% | -32.4% | +12.4% | -14.7% |
| 6M | -37.4% | +6.7% | -44.1% | -38.2% |
| All | -37.4% | +2.5% | -39.9% | -38.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling