-7.3%
OSCR vs OUST
-70.6%
+63.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | -0.3% |
| 7D | +5.8% | +5.2% | +0.6% | +4.9% |
| 30D | +7.1% | -19.3% | +26.4% | +10.7% |
| 3M | +36.7% | -22.6% | +59.3% | +36.9% |
| 6M | +114.3% | +62.8% | +51.5% | +80.4% |
| YTD | +124.4% | +68.3% | +56.1% | +86.4% |
| 1Y | +75.5% | +28.5% | +46.9% | +50.8% |
| 3Y | +390.1% | +554.0% | -163.9% | +145.6% |
| 5Y | +77.1% | -56.2% | +133.3% | +38.9% |
| All | -7.3% | -70.6% | +63.3% | -24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling