-68.5%
OUST vs SM
+1,685.4%
-1,753.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -4.6% | -4.4% | -8.3% |
| 7D | -5.0% | -25.1% | +20.1% | -1.0% |
| 30D | -32.0% | -15.6% | -16.5% | -30.8% |
| 3M | -32.4% | +2.7% | -35.1% | -34.0% |
| 6M | +6.7% | -3.8% | +10.6% | +3.4% |
| YTD | +41.0% | +61.8% | -20.8% | +19.5% |
| 1Y | +18.0% | +71.4% | -53.4% | -1.6% |
| 3Y | +560.6% | -20.7% | +581.3% | +536.2% |
| 5Y | -55.1% | -11.5% | -43.6% | -59.0% |
| All | -68.5% | +1,685.4% | -1,753.9% | -74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling