+58.4%
OSCR vs OUST
+29.4%
+29.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.3% | -0.5% | -3.3% |
| 7D | +4.7% | +4.0% | +0.7% | +4.2% |
| 30D | +14.8% | -14.0% | +28.8% | +16.8% |
| 3M | +16.7% | -5.9% | +22.6% | +12.7% |
| 6M | +127.5% | +76.4% | +51.2% | +76.8% |
| YTD | +121.0% | +67.5% | +53.5% | +72.6% |
| 1Y | +58.4% | +27.1% | +31.3% | +24.9% |
| All | +58.4% | +29.4% | +29.0% | +24.9% |
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 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