-54.9%
OUST vs SNY
+9.1%
-64.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | -1.7% | -3.6% | +2.0% | -1.2% |
| 30D | -21.9% | -1.9% | -20.0% | -21.8% |
| 3M | -8.2% | -2.0% | -6.3% | -8.3% |
| 6M | +57.5% | +2.5% | +54.9% | +55.8% |
| YTD | +62.8% | -7.0% | +69.8% | +63.9% |
| 1Y | +24.5% | -4.4% | +28.9% | +24.6% |
| 3Y | +599.0% | -8.4% | +607.4% | +587.8% |
| 5Y | -54.9% | +9.5% | -64.4% | -59.1% |
| All | -54.9% | +9.1% | -64.0% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling