+356.5%
OUST vs ADVB
-88.3%
+444.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.6% |
| 7D | +5.2% | -3.8% | +9.0% | +5.1% |
| 30D | -19.3% | +17.6% | -36.8% | -18.5% |
| 3M | -22.6% | +119.1% | -141.8% | -21.0% |
| 6M | +62.8% | +103.4% | -40.6% | +63.5% |
| YTD | +68.3% | +59.8% | +8.5% | +70.3% |
| 1Y | +28.5% | +8.5% | +20.0% | +29.6% |
| All | +356.5% | -88.3% | +444.8% | +630.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling