-62.4%
OUST vs SM
+2,095.7%
-2,158.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.1% |
| 7D | +5.2% | +0.1% | +5.1% | +5.2% |
| 30D | -19.3% | +26.3% | -45.6% | -22.8% |
| 3M | -22.6% | +8.7% | -31.3% | -24.6% |
| 6M | +62.8% | +51.7% | +11.1% | +44.4% |
| YTD | +68.3% | +99.0% | -30.7% | +39.8% |
| 1Y | +28.5% | +34.6% | -6.0% | +16.1% |
| 3Y | +554.0% | -7.8% | +561.8% | +521.9% |
| 5Y | -56.2% | +104.8% | -161.0% | -64.3% |
| All | -62.4% | +2,095.7% | -2,158.1% | -70.0% |
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