-53.8%
OUST vs JAAA
+25.6%
-79.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.4% |
| 7D | +5.2% | +0.2% | +5.1% | +4.7% |
| 30D | -19.3% | +0.5% | -19.8% | -20.6% |
| 3M | -22.6% | +1.3% | -23.9% | -25.7% |
| 6M | +62.8% | +2.7% | +60.1% | +50.3% |
| YTD | +68.3% | +3.2% | +65.2% | +53.4% |
| 1Y | +28.5% | +4.9% | +23.6% | +12.1% |
| 3Y | +554.0% | +19.0% | +535.0% | +376.5% |
| All | -53.8% | +25.6% | -79.4% | -70.8% |
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