-62.4%
OUST vs SBAC
-34.2%
-28.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.1% |
| 7D | +5.2% | -0.8% | +6.0% | +5.5% |
| 30D | -19.3% | +6.9% | -26.2% | -21.3% |
| 3M | -22.6% | -8.2% | -14.4% | -21.0% |
| 6M | +62.8% | -1.6% | +64.4% | +57.2% |
| YTD | +68.3% | -0.1% | +68.5% | +60.1% |
| 1Y | +28.5% | -0.5% | +29.0% | +22.3% |
| 3Y | +554.0% | -9.1% | +563.1% | +520.4% |
| 5Y | -56.2% | -43.8% | -12.4% | -44.7% |
| All | -62.4% | -34.2% | -28.2% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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