+24.5%
OUST vs NYT
+15.8%
+8.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.7% | -2.8% |
| 7D | -1.7% | -0.7% | -0.9% | -1.9% |
| 30D | -21.9% | +4.5% | -26.4% | -20.8% |
| 3M | -8.2% | -8.5% | +0.3% | -9.1% |
| 6M | +57.5% | -15.1% | +72.5% | +58.4% |
| YTD | +62.8% | -3.3% | +66.1% | +77.6% |
| 1Y | +24.5% | +17.0% | +7.5% | +73.2% |
| All | +24.5% | +15.8% | +8.7% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling