+48.9%
OUST vs EXEL
+72.0%
-23.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | +31.9% | -2.4% | +34.3% | +32.6% |
| 30D | -4.2% | +17.9% | -22.1% | -6.3% |
| 3M | -9.3% | +33.3% | -42.6% | -13.4% |
| 6M | +51.7% | +46.6% | +5.1% | +38.1% |
| YTD | +76.6% | +61.0% | +15.6% | +52.9% |
| 1Y | +48.9% | +70.4% | -21.6% | +26.4% |
| All | +48.9% | +72.0% | -23.1% | +26.4% |
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