+54.1%
OUST vs STLA
-61.0%
+115.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.7% |
| 7D | +14.0% | -11.6% | +25.6% | +16.8% |
| 30D | +2.5% | -6.2% | +8.7% | +3.9% |
| 3M | -15.3% | -24.6% | +9.3% | -10.8% |
| 6M | +42.6% | -44.9% | +87.5% | +62.0% |
| YTD | +76.6% | -62.3% | +138.9% | +115.7% |
| 1Y | +54.1% | -61.8% | +115.9% | +82.2% |
| All | +54.1% | -61.0% | +115.1% | +82.2% |
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