+18.4%
OUST vs SPY
+1.5%
+16.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.3% | +13.7% | +12.3% |
| 7D | +17.0% | -2.7% | +19.7% | +33.9% |
| 30D | -16.5% | -5.4% | -11.1% | +14.9% |
| 3M | -23.7% | -4.1% | -19.6% | -2.9% |
| 6M | +18.4% | +0.7% | +17.7% | +18.1% |
| All | +18.4% | +1.5% | +16.9% | +18.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling