+336.0%
OUST vs ADVB
-97.5%
+433.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +4.2% | +9.8% | +14.1% |
| 7D | +17.0% | -13.9% | +30.9% | +16.5% |
| 30D | -16.5% | -68.1% | +51.6% | -19.5% |
| 3M | -23.7% | -73.4% | +49.7% | -26.7% |
| 6M | +18.4% | -70.8% | +89.2% | +14.8% |
| YTD | +60.8% | -66.1% | +126.9% | +54.3% |
| 1Y | +44.2% | -77.5% | +121.7% | +39.1% |
| All | +336.0% | -97.5% | +433.6% | +561.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling