+6.7%
OUST vs SM
-3.8%
+10.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -4.6% | -4.4% | -11.6% |
| 7D | -5.0% | -25.1% | +20.1% | -18.5% |
| 30D | -32.0% | -15.6% | -16.5% | -37.1% |
| 3M | -32.4% | +2.7% | -35.1% | -28.6% |
| 6M | +6.7% | -3.8% | +10.6% | +24.3% |
| All | +6.7% | -3.8% | +10.5% | +24.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling