-65.5%
OUST vs SPY
+136.7%
-202.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.4% | -8.2% | -7.7% |
| 7D | -3.8% | +2.6% | -6.4% | -9.0% |
| 30D | +5.1% | -2.0% | +7.0% | +12.0% |
| 3M | -25.8% | -2.8% | -23.0% | -18.5% |
| 6M | -2.0% | +2.1% | -4.2% | +0.7% |
| YTD | +54.7% | +11.5% | +43.2% | +35.8% |
| 1Y | +48.8% | +13.5% | +35.3% | +26.9% |
| 3Y | +607.8% | +77.7% | +530.1% | +176.5% |
| 5Y | -52.7% | +72.6% | -125.3% | -79.9% |
| All | -65.5% | +136.7% | -202.2% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling