+104.6%
ORCL vs OUST
-68.5%
+173.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -9.0% | +2.1% | -6.1% |
| 7D | -17.5% | -5.0% | -12.4% | -17.1% |
| 30D | -20.2% | -32.0% | +11.9% | -17.5% |
| 3M | -19.9% | -32.4% | +12.4% | -17.5% |
| 6M | -37.4% | +6.7% | -44.1% | -38.6% |
| YTD | -40.1% | +41.0% | -81.2% | -42.7% |
| 1Y | -53.4% | +18.0% | -71.4% | -55.0% |
| 3Y | +10.4% | +560.6% | -550.2% | -5.9% |
| 5Y | +29.8% | -55.1% | +84.9% | +16.3% |
| All | +104.6% | -68.5% | +173.1% | +82.1% |
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