+21.2%
OUST vs CHD
+30.9%
-9.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +2.6% | +13.1% | +18.7% |
| 7D | -0.2% | +6.9% | -7.2% | +8.0% |
| 30D | -24.0% | +17.1% | -41.1% | -8.1% |
| 3M | -29.9% | +9.1% | -39.0% | -21.8% |
| 6M | +19.1% | +21.4% | -2.2% | +52.0% |
| YTD | +55.0% | +34.9% | +20.1% | +101.8% |
| 1Y | +21.2% | +31.0% | -9.9% | +59.0% |
| All | +21.2% | +30.9% | -9.8% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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