-61.4%
OUST vs EXEL
+130.1%
-191.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.2% | +3.7% |
| 7D | +12.7% | +1.4% | +11.3% | +12.2% |
| 30D | -13.6% | +6.7% | -20.3% | -15.7% |
| 3M | -8.3% | +11.5% | -19.8% | -12.6% |
| 6M | +85.0% | +38.8% | +46.2% | +62.9% |
| YTD | +73.2% | +31.6% | +41.7% | +54.9% |
| 1Y | +32.5% | +53.0% | -20.5% | +11.8% |
| 3Y | +643.8% | +160.8% | +483.0% | +386.1% |
| 5Y | -52.1% | +190.1% | -242.2% | -70.6% |
| All | -61.4% | +130.1% | -191.5% | -76.9% |
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