+44.2%
OUST vs EXEL
+73.7%
-29.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +1.3% | +12.8% | +13.8% |
| 7D | +17.0% | +0.3% | +16.7% | +17.3% |
| 30D | -16.5% | +19.0% | -35.5% | -18.5% |
| 3M | -23.7% | +33.3% | -56.9% | -27.1% |
| 6M | +18.4% | +42.9% | -24.5% | +9.0% |
| YTD | +60.8% | +58.7% | +2.1% | +39.9% |
| 1Y | +44.2% | +70.5% | -26.3% | +18.0% |
| All | +44.2% | +73.7% | -29.5% | +18.0% |
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