+668.1%
OUST vs SM
-20.0%
+688.1%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +1.0% | +13.0% | +13.9% |
| 7D | +17.0% | -25.9% | +42.9% | +21.1% |
| 30D | -16.5% | -15.1% | -1.4% | -15.6% |
| 3M | -23.7% | +4.9% | -28.5% | -26.5% |
| 6M | +18.4% | +6.1% | +12.2% | +10.4% |
| YTD | +60.8% | +63.4% | -2.6% | +22.3% |
| 1Y | +44.2% | +72.5% | -28.3% | +6.5% |
| 3Y | +668.1% | -16.9% | +685.0% | +596.6% |
| All | +668.1% | -20.0% | +688.1% | +596.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling