-62.3%
OUST vs JAAA
+29.3%
-91.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.5% |
| 7D | +5.2% | +0.2% | +5.1% | +4.7% |
| 30D | -19.3% | +0.5% | -19.8% | -20.5% |
| 3M | -22.6% | +1.3% | -23.9% | -25.4% |
| 6M | +62.8% | +2.7% | +60.1% | +51.5% |
| YTD | +68.3% | +3.2% | +65.2% | +54.9% |
| 1Y | +28.5% | +4.9% | +23.6% | +13.7% |
| 3Y | +554.0% | +19.0% | +535.0% | +396.9% |
| 5Y | -56.2% | +26.8% | -83.0% | -70.1% |
| All | -62.3% | +29.3% | -91.6% | -73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling