-65.5%
OUST vs EXEL
+175.3%
-240.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -1.2% | -7.3% | -8.1% |
| 7D | -3.8% | -0.8% | -3.0% | -3.4% |
| 30D | +5.1% | +13.1% | -8.1% | +1.0% |
| 3M | -25.8% | +36.3% | -62.2% | -33.2% |
| 6M | -2.0% | +34.5% | -36.5% | -12.6% |
| YTD | +54.7% | +57.4% | -2.7% | +30.4% |
| 1Y | +48.8% | +62.9% | -14.1% | +23.8% |
| 3Y | +607.8% | +229.5% | +378.3% | +327.5% |
| 5Y | -52.7% | +281.2% | -333.9% | -73.0% |
| All | -65.5% | +175.3% | -240.8% | -80.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling