-64.1%
OUST vs EXEL
+177.6%
-241.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +1.3% | +12.8% | +13.6% |
| 7D | +17.0% | +0.3% | +16.7% | +17.1% |
| 30D | -16.5% | +19.0% | -35.5% | -21.2% |
| 3M | -23.7% | +33.3% | -56.9% | -31.0% |
| 6M | +18.4% | +42.9% | -24.5% | +3.8% |
| YTD | +60.8% | +58.7% | +2.1% | +34.9% |
| 1Y | +44.2% | +70.5% | -26.3% | +17.9% |
| 3Y | +668.1% | +233.8% | +434.3% | +360.9% |
| 5Y | -48.8% | +259.3% | -308.2% | -70.5% |
| All | -64.1% | +177.6% | -241.7% | -79.9% |
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