+21.2%
OUST vs EXEL
+92.4%
-71.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +0.6% | +15.1% | +15.7% |
| 7D | -0.2% | +9.8% | -10.0% | -0.9% |
| 30D | -24.0% | +23.6% | -47.6% | -25.5% |
| 3M | -29.9% | +29.9% | -59.8% | -31.6% |
| 6M | +19.1% | +64.7% | -45.6% | +10.0% |
| YTD | +55.0% | +66.0% | -11.0% | +39.3% |
| 1Y | +21.2% | +92.0% | -70.8% | +9.7% |
| All | +21.2% | +92.4% | -71.2% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling