-64.1%
OUST vs CHD
+28.4%
-92.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.8% | +15.8% | +13.4% |
| 7D | +17.0% | +2.0% | +15.0% | +17.7% |
| 30D | -16.5% | +13.0% | -29.5% | -13.1% |
| 3M | -23.7% | +6.1% | -29.8% | -21.9% |
| 6M | +18.4% | +15.9% | +2.5% | +24.9% |
| YTD | +60.8% | +31.6% | +29.2% | +72.6% |
| 1Y | +44.2% | +28.5% | +15.7% | +54.5% |
| 3Y | +668.1% | +30.5% | +637.6% | +713.9% |
| 5Y | -48.8% | +30.7% | -79.6% | -46.7% |
| All | -64.1% | +28.4% | -92.5% | -61.6% |
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 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