-60.2%
OUST vs CHD
+30.7%
-91.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.8% | +9.0% | +11.4% |
| 7D | +36.7% | +0.8% | +35.9% | +36.8% |
| 30D | -3.3% | +13.5% | -16.8% | +0.7% |
| 3M | -11.1% | +8.1% | -19.3% | -8.6% |
| 6M | +53.1% | +19.9% | +33.2% | +62.8% |
| YTD | +78.2% | +34.0% | +44.2% | +92.3% |
| 1Y | +50.0% | +29.8% | +20.2% | +61.4% |
| 3Y | +836.2% | +28.7% | +807.5% | +896.3% |
| 5Y | -50.0% | +31.8% | -81.8% | -47.9% |
| All | -60.2% | +30.7% | -91.0% | -57.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling