+389.4%
OSCR vs OUST
+611.5%
-222.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | -0.2% |
| 7D | +5.8% | +5.2% | +0.6% | +5.2% |
| 30D | +7.1% | -19.3% | +26.4% | +9.6% |
| 3M | +36.7% | -22.6% | +59.3% | +36.9% |
| 6M | +114.3% | +62.8% | +51.5% | +88.2% |
| YTD | +124.4% | +68.3% | +56.1% | +95.2% |
| 1Y | +75.5% | +28.5% | +46.9% | +56.5% |
| All | +389.4% | +611.5% | -222.1% | +162.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling