-60.6%
OUST vs EXEL
+181.6%
-242.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.4% |
| 7D | +31.9% | -2.4% | +34.3% | +33.3% |
| 30D | -4.2% | +17.9% | -22.1% | -9.3% |
| 3M | -9.3% | +33.3% | -42.6% | -17.8% |
| 6M | +51.7% | +46.6% | +5.1% | +31.6% |
| YTD | +76.6% | +61.0% | +15.6% | +47.6% |
| 1Y | +48.9% | +70.4% | -21.6% | +21.9% |
| 3Y | +675.3% | +236.1% | +439.2% | +365.0% |
| 5Y | -44.0% | +284.8% | -328.9% | -68.2% |
| All | -60.6% | +181.6% | -242.2% | -78.0% |
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