+54.1%
OUST vs CHD
+33.1%
+21.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.4% |
| 7D | +31.9% | +2.4% | +29.5% | +34.9% |
| 30D | -4.2% | +13.9% | -18.1% | +12.9% |
| 3M | -9.3% | +8.5% | -17.8% | +0.7% |
| 6M | +51.7% | +20.4% | +31.3% | +93.7% |
| YTD | +76.6% | +34.5% | +42.1% | +135.7% |
| All | +54.1% | +33.1% | +21.0% | +104.6% |
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