+836.2%
OUST vs EXEL
+244.2%
+591.9%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +3.1% | +7.7% | +10.1% |
| 7D | +36.7% | +2.3% | +34.4% | +36.2% |
| 30D | -3.3% | +19.8% | -23.2% | -7.3% |
| 3M | -11.1% | +32.7% | -43.8% | -17.0% |
| 6M | +53.1% | +49.0% | +4.1% | +37.4% |
| YTD | +78.2% | +63.7% | +14.6% | +55.6% |
| 1Y | +50.0% | +75.8% | -25.8% | +28.5% |
| 3Y | +836.2% | +241.3% | +594.9% | +509.4% |
| All | +836.2% | +244.2% | +591.9% | +509.4% |
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 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