+49.9%
OUST vs STLA
-64.2%
+114.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.1% | +1.8% | -3.0% |
| 7D | +19.9% | -13.1% | +33.0% | +23.3% |
| 30D | +3.6% | -13.3% | +16.9% | +6.6% |
| 3M | -20.6% | -27.9% | +7.2% | -15.7% |
| 6M | +35.1% | -47.8% | +82.9% | +55.3% |
| YTD | +69.1% | -64.6% | +133.7% | +109.2% |
| 1Y | +49.9% | -64.0% | +113.9% | +81.0% |
| All | +49.9% | -64.2% | +114.1% | +81.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling