-62.4%
OUST vs ITOT
+132.9%
-195.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +2.4% |
| 7D | +5.2% | +0.1% | +5.1% | +5.1% |
| 30D | -19.3% | 0.0% | -19.3% | -19.1% |
| 3M | -22.6% | +2.0% | -24.6% | -22.7% |
| 6M | +62.8% | +13.0% | +49.7% | +32.1% |
| YTD | +68.3% | +14.0% | +54.4% | +35.9% |
| 1Y | +28.5% | +19.9% | +8.6% | -4.0% |
| 3Y | +554.0% | +75.8% | +478.2% | +145.1% |
| 5Y | -56.2% | +73.8% | -130.1% | -82.3% |
| All | -62.4% | +132.9% | -195.3% | -87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling