-68.5%
OUST vs SPY
+130.0%
-198.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -4.4% | -4.6% | +1.1% |
| 7D | -5.0% | -4.7% | -0.3% | +7.1% |
| 30D | -32.0% | -5.9% | -26.1% | -20.5% |
| 3M | -32.4% | -4.5% | -27.8% | -23.0% |
| 6M | +6.7% | +1.8% | +4.9% | +11.0% |
| YTD | +41.0% | +8.3% | +32.7% | +31.6% |
| 1Y | +18.0% | +9.3% | +8.6% | +9.1% |
| 3Y | +560.6% | +74.9% | +485.8% | +169.3% |
| 5Y | -55.1% | +67.3% | -122.4% | -79.6% |
| All | -68.5% | +130.0% | -198.5% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling