-65.5%
OUST vs STLA
-50.8%
-14.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -1.0% | -7.5% | -8.0% |
| 7D | -3.8% | -13.8% | +10.0% | +3.2% |
| 30D | +5.1% | -10.5% | +15.6% | +10.1% |
| 3M | -25.8% | -28.9% | +3.0% | -14.0% |
| 6M | -2.0% | -49.7% | +47.7% | +34.6% |
| YTD | +54.7% | -64.9% | +119.6% | +146.1% |
| 1Y | +48.8% | -64.0% | +112.8% | +132.5% |
| 3Y | +607.8% | -77.4% | +685.3% | +1,265.0% |
| 5Y | -52.7% | -74.4% | +21.7% | -22.0% |
| All | -65.5% | -50.8% | -14.7% | -49.3% |
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