-60.6%
OUST vs STLA
-47.1%
-13.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +1.7% |
| 7D | +14.0% | -11.6% | +25.6% | +20.9% |
| 30D | +2.5% | -6.2% | +8.7% | +5.2% |
| 3M | -15.3% | -24.6% | +9.3% | -4.6% |
| 6M | +42.6% | -44.9% | +87.5% | +87.8% |
| YTD | +76.6% | -62.3% | +138.9% | +171.2% |
| 1Y | +54.1% | -61.8% | +115.9% | +134.2% |
| 3Y | +675.3% | -75.3% | +750.6% | +1,327.7% |
| 5Y | -45.1% | -72.5% | +27.4% | -12.5% |
| All | -60.6% | -47.1% | -13.5% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling