-62.4%
OUST vs CHD
+15.7%
-78.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +5.2% | -2.7% | +7.9% | +4.4% |
| 30D | -19.3% | -4.6% | -14.6% | -20.2% |
| 3M | -22.6% | +5.0% | -27.7% | -21.1% |
| 6M | +62.8% | -3.2% | +66.0% | +64.0% |
| YTD | +68.3% | +18.6% | +49.7% | +74.6% |
| 1Y | +28.5% | +4.8% | +23.7% | +31.5% |
| 3Y | +554.0% | +6.1% | +547.9% | +567.1% |
| 5Y | -56.2% | +24.0% | -80.2% | -54.6% |
| All | -62.4% | +15.7% | -78.2% | -61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling