-62.3%
OUST vs CHD
+31.2%
-93.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -4.0% | -4.3% |
| 7D | +19.9% | +0.4% | +19.6% | +20.1% |
| 30D | +3.6% | +11.6% | -8.0% | +7.4% |
| 3M | -20.6% | +10.7% | -31.3% | -17.8% |
| 6M | +35.1% | +20.2% | +14.8% | +43.7% |
| YTD | +69.1% | +34.5% | +34.6% | +82.7% |
| 1Y | +49.9% | +32.6% | +17.4% | +61.8% |
| 3Y | +642.4% | +29.1% | +613.3% | +691.0% |
| 5Y | -48.3% | +31.5% | -79.8% | -46.3% |
| All | -62.3% | +31.2% | -93.5% | -59.3% |
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