+573.7%
OUST vs EXEL
+227.0%
+346.7%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -5.6% | -3.5% | -7.7% |
| 7D | -5.0% | +3.8% | -8.8% | -5.8% |
| 30D | -32.0% | +17.8% | -49.8% | -34.6% |
| 3M | -32.4% | +21.2% | -53.5% | -35.5% |
| 6M | +6.7% | +54.7% | -48.0% | -5.0% |
| YTD | +41.0% | +56.8% | -15.7% | +24.4% |
| 1Y | +18.0% | +70.2% | -52.2% | +1.8% |
| All | +573.7% | +227.0% | +346.7% | +346.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling