+28.5%
OUST vs SM
+36.8%
-8.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +1.2% |
| 7D | +5.2% | -0.5% | +5.7% | +5.2% |
| 30D | -19.3% | +25.6% | -44.8% | -16.1% |
| 3M | -22.6% | +8.0% | -30.7% | -18.9% |
| 6M | +62.8% | +50.8% | +12.0% | +58.8% |
| YTD | +68.3% | +97.9% | -29.5% | +49.0% |
| 1Y | +28.5% | +33.8% | -5.3% | +21.3% |
| All | +28.5% | +36.8% | -8.2% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling