+629.2%
OUST vs SNY
-9.4%
+638.6%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.3% |
| 7D | +4.0% | -3.6% | +7.7% | +4.4% |
| 30D | -14.0% | -1.4% | -12.5% | -13.9% |
| 3M | -5.9% | -4.2% | -1.7% | -5.5% |
| 6M | +76.4% | +2.0% | +74.4% | +74.8% |
| YTD | +67.5% | -6.7% | +74.1% | +68.6% |
| 1Y | +27.1% | -4.7% | +31.8% | +27.3% |
| All | +629.2% | -9.4% | +638.6% | +607.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling