-54.9%
OUST vs NYT
+38.5%
-93.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.2% |
| 7D | +4.0% | -1.6% | +5.6% | +5.0% |
| 30D | -14.0% | +2.8% | -16.8% | -15.5% |
| 3M | -5.9% | -9.2% | +3.3% | -3.4% |
| 6M | +76.4% | -17.1% | +93.4% | +89.9% |
| YTD | +67.5% | -3.2% | +70.7% | +61.1% |
| 1Y | +27.1% | +15.7% | +11.4% | +6.1% |
| 3Y | +619.0% | +55.7% | +563.3% | +350.5% |
| 5Y | -54.9% | +39.4% | -94.3% | -73.5% |
| All | -54.9% | +38.5% | -93.4% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling