+0.6%
OTIS vs OUST
+594.6%
-594.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.5% | +9.6% | +1.2% |
| 7D | -1.3% | -3.8% | +2.5% | -1.2% |
| 30D | +12.8% | +5.1% | +7.7% | +12.6% |
| 3M | +7.4% | -25.8% | +33.2% | +7.8% |
| 6M | +7.7% | -2.0% | +9.7% | +6.4% |
| YTD | -9.3% | +54.7% | -64.0% | -12.4% |
| 1Y | -12.1% | +48.8% | -60.9% | -15.1% |
| 3Y | +0.6% | +607.8% | -607.2% | -13.7% |
| All | +0.6% | +594.6% | -594.0% | -13.7% |
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