-6.4%
OSCR vs OUST
-71.6%
+65.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.8% | +5.4% | +3.1% |
| 7D | +1.1% | -1.7% | +2.7% | +1.3% |
| 30D | +16.5% | -21.9% | +38.4% | +21.3% |
| 3M | +17.0% | -8.2% | +25.2% | +13.9% |
| 6M | +145.0% | +57.5% | +87.5% | +107.7% |
| YTD | +126.7% | +62.8% | +63.9% | +89.4% |
| 1Y | +67.2% | +24.5% | +42.7% | +44.6% |
| 3Y | +405.1% | +599.0% | -193.9% | +148.6% |
| 5Y | +86.2% | -54.9% | +141.1% | +45.6% |
| All | -6.4% | -71.6% | +65.2% | -22.9% |
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