+28.5%
OUST vs ITOT
+20.8%
+7.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +3.1% |
| 7D | +5.2% | +0.1% | +5.1% | +4.8% |
| 30D | -19.3% | 0.0% | -19.3% | -19.2% |
| 3M | -22.6% | +2.0% | -24.6% | -25.1% |
| 6M | +62.8% | +13.0% | +49.7% | +8.3% |
| YTD | +68.3% | +14.0% | +54.4% | +8.9% |
| 1Y | +28.5% | +19.9% | +8.6% | -40.2% |
| All | +28.5% | +20.8% | +7.7% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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