+35.5%
OUST vs STLA
-57.5%
+93.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.2% | +14.2% | +14.0% |
| 7D | +17.0% | -4.5% | +21.5% | +18.0% |
| 30D | -16.5% | -3.9% | -12.6% | -15.9% |
| 3M | -23.7% | -20.2% | -3.5% | -20.7% |
| 6M | +18.4% | -42.2% | +60.5% | +32.0% |
| YTD | +60.8% | -59.3% | +120.1% | +90.3% |
| All | +35.5% | -57.5% | +93.0% | +51.0% |
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