-62.4%
OUST vs SSNC
+41.5%
-104.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.8% | +2.6% |
| 7D | +5.2% | +0.6% | +4.6% | +4.7% |
| 30D | -19.3% | +6.0% | -25.3% | -23.4% |
| 3M | -22.6% | +21.0% | -43.6% | -37.3% |
| 6M | +62.8% | +12.1% | +50.7% | +39.7% |
| YTD | +68.3% | -3.2% | +71.6% | +68.5% |
| 1Y | +28.5% | -4.4% | +32.9% | +31.2% |
| 3Y | +554.0% | +51.6% | +502.4% | +302.3% |
| 5Y | -56.2% | +21.1% | -77.3% | -67.9% |
| All | -62.4% | +41.5% | -104.0% | -74.7% |
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