+105.1%
OSCR vs OUST
+11.1%
+94.0%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +15.7% | -7.2% | +7.0% |
| 7D | +15.5% | -0.2% | +15.7% | +15.2% |
| 30D | +8.5% | -24.0% | +32.5% | +10.8% |
| 3M | +15.8% | -29.9% | +45.7% | +18.9% |
| 6M | +89.5% | +19.1% | +70.4% | +66.2% |
| YTD | +144.9% | +55.0% | +89.9% | +88.1% |
| 1Y | +105.1% | +21.2% | +83.9% | +83.5% |
| All | +105.1% | +11.1% | +94.0% | +83.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling