-62.4%
OUST vs EXEL
+135.5%
-197.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +5.2% | +8.4% | -3.1% | +2.4% |
| 30D | -19.3% | +4.1% | -23.3% | -20.7% |
| 3M | -22.6% | +12.4% | -35.1% | -26.5% |
| 6M | +62.8% | +41.5% | +21.2% | +42.5% |
| YTD | +68.3% | +34.6% | +33.7% | +49.4% |
| 1Y | +28.5% | +57.9% | -29.3% | +7.4% |
| 3Y | +554.0% | +159.5% | +394.5% | +329.3% |
| 5Y | -56.2% | +198.5% | -254.7% | -73.3% |
| All | -62.4% | +135.5% | -197.9% | -77.8% |
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