-55.8%
OUST vs JAAA
+27.5%
-83.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | 0.0% | -8.6% | -8.6% |
| 7D | -3.8% | +0.1% | -3.9% | -4.1% |
| 30D | +5.1% | +0.4% | +4.6% | +3.6% |
| 3M | -25.8% | +1.2% | -27.0% | -28.6% |
| 6M | -2.0% | +2.3% | -4.3% | -8.8% |
| YTD | +54.7% | +4.0% | +50.7% | +37.4% |
| 1Y | +48.8% | +4.8% | +44.0% | +29.3% |
| 3Y | +607.8% | +18.4% | +589.4% | +406.8% |
| All | -55.8% | +27.5% | -83.4% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 5y: compounded portfolio wealth divided by compounded JAAA 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…
5y analysis · Full analysis span regression · 6 months rolling