-51.3%
OUST vs SPY
+67.4%
-118.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.3% | +13.7% | +13.2% |
| 7D | +17.0% | -2.7% | +19.7% | +26.1% |
| 30D | -16.5% | -5.4% | -11.1% | -2.6% |
| 3M | -23.7% | -4.1% | -19.6% | -13.3% |
| 6M | +18.4% | +0.7% | +17.7% | +26.3% |
| YTD | +60.8% | +8.7% | +52.1% | +48.0% |
| 1Y | +44.2% | +10.9% | +33.3% | +28.1% |
| 3Y | +668.1% | +75.0% | +593.1% | +186.2% |
| All | -51.3% | +67.4% | -118.6% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling