-65.4%
OUST vs M
+390.9%
-456.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +7.6% | +8.1% | +13.7% |
| 7D | -0.2% | +8.3% | -8.5% | -2.2% |
| 30D | -24.0% | +14.2% | -38.2% | -26.7% |
| 3M | -29.9% | -1.1% | -28.8% | -29.9% |
| 6M | +19.1% | +36.6% | -17.5% | +8.2% |
| YTD | +55.0% | +19.8% | +35.2% | +45.0% |
| 1Y | +21.2% | +37.2% | -16.0% | +8.7% |
| 3Y | +626.0% | +124.5% | +501.5% | +435.3% |
| 5Y | -51.6% | +1.5% | -53.1% | -59.5% |
| All | -65.4% | +390.9% | -456.3% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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