-53.8%
OUST vs CHD
+23.9%
-77.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +5.2% | -2.7% | +7.9% | +4.5% |
| 30D | -19.3% | -4.6% | -14.6% | -20.1% |
| 3M | -22.6% | +5.0% | -27.7% | -21.4% |
| 6M | +62.8% | -3.2% | +66.0% | +64.1% |
| YTD | +68.3% | +18.6% | +49.7% | +72.3% |
| 1Y | +28.5% | +4.8% | +23.7% | +30.9% |
| 3Y | +554.0% | +6.1% | +547.9% | +555.8% |
| All | -53.8% | +23.9% | -77.7% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling