+643.8%
OUST vs NYT
+57.5%
+586.3%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.7% |
| 7D | +12.7% | +0.3% | +12.4% | +12.6% |
| 30D | -13.6% | +7.0% | -20.6% | -15.1% |
| 3M | -8.3% | -7.9% | -0.4% | -7.3% |
| 6M | +85.0% | -15.0% | +100.0% | +92.5% |
| YTD | +73.2% | -1.3% | +74.5% | +68.2% |
| 1Y | +32.5% | +16.9% | +15.6% | +17.3% |
| 3Y | +643.8% | +58.9% | +584.9% | +371.0% |
| All | +643.8% | +57.5% | +586.3% | +371.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling