+50.3%
OUST vs EXEL
+74.8%
-24.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +3.1% | +7.7% | +10.2% |
| 7D | +36.7% | +2.3% | +34.4% | +36.4% |
| 30D | -3.3% | +19.8% | -23.2% | -5.8% |
| 3M | -11.1% | +32.7% | -43.8% | -15.0% |
| 6M | +53.1% | +49.0% | +4.1% | +38.9% |
| YTD | +78.2% | +63.7% | +14.6% | +53.8% |
| All | +50.3% | +74.8% | -24.6% | +27.1% |
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