+577.1%
OUST vs CHD
+6.5%
+570.7%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +5.2% | -2.7% | +7.9% | +3.7% |
| 30D | -19.3% | -4.6% | -14.6% | -21.1% |
| 3M | -22.6% | +5.0% | -27.7% | -19.7% |
| 6M | +62.8% | -3.2% | +66.0% | +64.8% |
| YTD | +68.3% | +18.6% | +49.7% | +80.5% |
| 1Y | +28.5% | +4.8% | +23.7% | +33.9% |
| All | +577.1% | +6.5% | +570.7% | +560.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling