-64.1%
OUST vs SSNC
+31.5%
-95.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.8% | +14.8% | +14.6% |
| 7D | +17.0% | -3.3% | +20.3% | +19.7% |
| 30D | -16.5% | -1.3% | -15.2% | -17.5% |
| 3M | -23.7% | -2.3% | -21.3% | -24.6% |
| 6M | +18.4% | +12.6% | +5.7% | -2.8% |
| YTD | +60.8% | -10.1% | +70.9% | +66.4% |
| 1Y | +44.2% | -6.6% | +50.8% | +43.2% |
| 3Y | +668.1% | +54.0% | +614.1% | +342.7% |
| 5Y | -48.8% | +7.0% | -55.8% | -60.0% |
| All | -64.1% | +31.5% | -95.6% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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