-68.5%
OUST vs EXEL
+174.2%
-242.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -5.6% | -3.5% | -7.2% |
| 7D | -5.0% | +3.8% | -8.8% | -6.2% |
| 30D | -32.0% | +17.8% | -49.8% | -35.7% |
| 3M | -32.4% | +21.2% | -53.5% | -36.9% |
| 6M | +6.7% | +54.7% | -48.0% | -9.1% |
| YTD | +41.0% | +56.8% | -15.7% | +18.8% |
| 1Y | +18.0% | +70.2% | -52.2% | -3.6% |
| 3Y | +560.6% | +227.2% | +333.4% | +299.1% |
| 5Y | -55.1% | +254.9% | -310.0% | -74.0% |
| All | -68.5% | +174.2% | -242.7% | -82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling