+49.9%
OUST vs EXEL
+62.5%
-12.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -4.0% |
| 7D | +19.9% | +1.6% | +18.3% | +19.6% |
| 30D | +3.6% | +17.4% | -13.8% | +1.2% |
| 3M | -20.6% | +38.6% | -59.3% | -25.2% |
| 6M | +35.1% | +41.2% | -6.1% | +23.6% |
| YTD | +69.1% | +59.3% | +9.8% | +44.8% |
| 1Y | +49.9% | +60.2% | -10.3% | +28.7% |
| All | +49.9% | +62.5% | -12.6% | +28.7% |
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