+24.5%
OUST vs SNY
-4.6%
+29.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.8% |
| 7D | -1.7% | -3.6% | +2.0% | -2.0% |
| 30D | -21.9% | -1.9% | -20.0% | -22.1% |
| 3M | -8.2% | -2.0% | -6.3% | -8.2% |
| 6M | +57.5% | +2.5% | +54.9% | +55.1% |
| YTD | +62.8% | -7.0% | +69.8% | +64.8% |
| 1Y | +24.5% | -4.4% | +28.9% | +21.5% |
| All | +24.5% | -4.6% | +29.1% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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