-60.2%
OUST vs STLA
-43.1%
-17.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.2% | +11.1% | +11.0% |
| 7D | +36.7% | -6.4% | +43.0% | +41.2% |
| 30D | -3.3% | -1.3% | -2.0% | -3.1% |
| 3M | -11.1% | -19.9% | +8.8% | -2.7% |
| 6M | +53.1% | -42.9% | +95.9% | +98.1% |
| YTD | +78.2% | -59.4% | +137.6% | +164.5% |
| 1Y | +50.0% | -56.8% | +106.9% | +113.9% |
| 3Y | +836.2% | -73.1% | +909.2% | +1,551.9% |
| 5Y | -50.0% | -70.1% | +20.1% | -23.5% |
| All | -60.2% | -43.1% | -17.1% | -45.5% |
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