-62.4%
OUST vs MKTX
-66.3%
+3.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +5.2% | +0.4% | +4.8% | +5.1% |
| 30D | -19.3% | +1.1% | -20.3% | -19.5% |
| 3M | -22.6% | +36.1% | -58.7% | -29.1% |
| 6M | +62.8% | -12.9% | +75.6% | +68.4% |
| YTD | +68.3% | -8.5% | +76.9% | +70.9% |
| 1Y | +28.5% | -7.5% | +36.1% | +29.2% |
| 3Y | +554.0% | -28.3% | +582.4% | +591.8% |
| 5Y | -56.2% | -63.3% | +7.1% | -46.4% |
| All | -62.4% | -66.3% | +3.8% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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