+607.8%
OUST vs NYT
+73.5%
+534.3%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +1.9% | -10.4% | -8.8% |
| 7D | -3.8% | +6.5% | -10.3% | -4.7% |
| 30D | +5.1% | +8.4% | -3.4% | +3.7% |
| 3M | -25.8% | +13.9% | -39.8% | -27.7% |
| 6M | -2.0% | -4.8% | +2.8% | -1.7% |
| YTD | +54.7% | +6.2% | +48.6% | +48.9% |
| 1Y | +48.8% | +14.3% | +34.5% | +38.6% |
| 3Y | +607.8% | +73.6% | +534.2% | +328.5% |
| All | +607.8% | +73.5% | +534.3% | +328.5% |
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