+32.9%
OTIS vs OUST
-64.1%
+97.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +14.0% | -14.7% | -1.2% |
| 7D | +4.2% | +17.0% | -12.8% | +3.6% |
| 30D | +20.1% | -16.5% | +36.6% | +20.7% |
| 3M | +7.6% | -23.7% | +31.3% | +8.3% |
| 6M | +4.2% | +18.4% | -14.2% | +1.4% |
| YTD | -8.1% | +60.8% | -68.9% | -12.4% |
| 1Y | -11.5% | +44.2% | -55.7% | -15.3% |
| 3Y | +3.8% | +668.1% | -664.3% | -14.2% |
| 5Y | +5.0% | -48.8% | +53.8% | -5.5% |
| All | +32.9% | -64.1% | +97.0% | +17.7% |
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 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