+836.2%
OUST vs PSLV
+125.0%
+711.2%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.7% | +8.1% | +9.7% |
| 7D | +36.7% | +6.3% | +30.3% | +33.6% |
| 30D | -3.3% | -13.0% | +9.7% | +2.8% |
| 3M | -11.1% | -16.9% | +5.8% | -3.9% |
| 6M | +53.1% | -34.0% | +87.1% | +78.7% |
| YTD | +78.2% | -26.8% | +105.1% | +91.7% |
| 1Y | +50.0% | +7.7% | +42.4% | +34.7% |
| 3Y | +836.2% | +125.3% | +710.9% | +437.4% |
| All | +836.2% | +125.0% | +711.2% | +437.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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