-62.6%
OUST vs M
+307.4%
-370.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.2% | +0.9% | -2.2% |
| 7D | +4.0% | -4.1% | +8.1% | +5.2% |
| 30D | -14.0% | -13.6% | -0.4% | -10.6% |
| 3M | -5.9% | -2.3% | -3.6% | -6.3% |
| 6M | +76.4% | +21.9% | +54.4% | +65.5% |
| YTD | +67.5% | -0.6% | +68.1% | +65.2% |
| 1Y | +27.1% | +29.7% | -2.6% | +16.0% |
| 3Y | +619.0% | +107.3% | +511.8% | +443.9% |
| 5Y | -54.9% | +20.5% | -75.4% | -60.7% |
| All | -62.6% | +307.4% | -370.0% | -66.1% |
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