-60.2%
OUST vs SPY
+136.2%
-196.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.4% | +8.5% | +5.4% |
| 7D | +36.7% | +0.1% | +36.6% | +37.9% |
| 30D | -3.3% | -3.3% | 0.0% | +6.5% |
| 3M | -11.1% | -2.4% | -8.7% | -3.3% |
| 6M | +53.1% | +2.6% | +50.5% | +56.3% |
| YTD | +78.2% | +11.2% | +67.0% | +57.2% |
| 1Y | +50.0% | +13.4% | +36.6% | +28.3% |
| 3Y | +836.2% | +79.9% | +756.3% | +259.0% |
| 5Y | -50.0% | +72.2% | -122.2% | -78.6% |
| All | -60.2% | +136.2% | -196.4% | -86.1% |
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