+44.2%
OUST vs CHD
+28.5%
+15.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.8% | +15.8% | +11.9% |
| 7D | +17.0% | +2.0% | +15.0% | +19.8% |
| 30D | -16.5% | +13.0% | -29.5% | -2.6% |
| 3M | -23.7% | +6.1% | -29.8% | -17.4% |
| 6M | +18.4% | +15.9% | +2.5% | +45.1% |
| YTD | +60.8% | +31.6% | +29.2% | +106.6% |
| 1Y | +44.2% | +28.5% | +15.7% | +85.9% |
| All | +44.2% | +28.5% | +15.7% | +85.9% |
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