+18.0%
OUST vs ADVB
-79.1%
+97.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -9.5% | +0.5% | -9.3% |
| 7D | -5.0% | -28.0% | +23.0% | -6.2% |
| 30D | -32.0% | -70.2% | +38.2% | -35.8% |
| 3M | -32.4% | -76.1% | +43.7% | -36.5% |
| 6M | +6.7% | -72.3% | +79.0% | +2.5% |
| YTD | +41.0% | -67.5% | +108.5% | +34.4% |
| 1Y | +18.0% | -78.6% | +96.5% | +16.1% |
| All | +18.0% | -79.1% | +97.0% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling