+155.1%
OSCR vs OUST
-53.0%
+208.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.5% | +5.7% | -1.3% |
| 7D | +1.3% | -3.8% | +5.1% | +1.9% |
| 30D | -9.5% | +5.1% | -14.6% | -11.1% |
| 3M | +0.9% | -25.8% | +26.7% | +4.4% |
| 6M | +31.5% | -2.0% | +33.5% | +22.0% |
| YTD | +116.1% | +54.7% | +61.4% | +77.5% |
| 1Y | +122.6% | +48.8% | +73.8% | +83.7% |
| 3Y | +356.6% | +607.8% | -251.2% | +108.1% |
| All | +155.1% | -53.0% | +208.2% | +144.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling