-63.6%
OUST vs NYT
+54.9%
-118.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | -3.0% | -0.6% | -2.4% | -2.7% |
| 30D | -23.4% | +4.6% | -28.0% | -25.2% |
| 3M | -10.8% | -9.6% | -1.2% | -8.4% |
| 6M | +42.7% | -14.0% | +56.8% | +49.7% |
| YTD | +63.3% | -2.8% | +66.1% | +57.9% |
| 1Y | +15.0% | +15.6% | -0.6% | -1.4% |
| 3Y | +610.9% | +56.3% | +554.6% | +382.7% |
| 5Y | -54.8% | +39.5% | -94.3% | -70.5% |
| All | -63.6% | +54.9% | -118.5% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling