+99.9%
OSCR vs OUST
-52.5%
+152.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.6% | +1.8% |
| 7D | +10.7% | +12.7% | -2.1% | +8.3% |
| 30D | +18.3% | -13.6% | +31.9% | +21.0% |
| 3M | +20.5% | -8.3% | +28.8% | +17.3% |
| 6M | +138.5% | +85.0% | +53.6% | +94.7% |
| YTD | +129.7% | +73.2% | +56.5% | +88.6% |
| 1Y | +62.8% | +32.5% | +30.3% | +38.4% |
| 3Y | +411.8% | +643.8% | -232.1% | +138.6% |
| 5Y | +99.9% | -52.1% | +152.1% | +81.8% |
| All | +99.9% | -52.5% | +152.5% | +81.8% |
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