-53.8%
OUST vs SPY
+82.0%
-135.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.6% |
| 7D | +5.2% | +0.1% | +5.1% | +5.0% |
| 30D | -19.3% | +0.1% | -19.3% | -19.2% |
| 3M | -22.6% | +2.0% | -24.6% | -22.9% |
| 6M | +62.8% | +13.0% | +49.8% | +31.6% |
| YTD | +68.3% | +13.5% | +54.8% | +36.2% |
| 1Y | +28.5% | +20.0% | +8.6% | -5.0% |
| 3Y | +554.0% | +77.2% | +476.9% | +132.7% |
| All | -53.8% | +82.0% | -135.9% | -83.2% |
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