-29.9%
OUST vs STLA
-17.8%
-12.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +3.8% | +11.9% | +15.2% |
| 7D | -0.2% | -0.6% | +0.4% | -0.5% |
| 30D | -24.0% | +3.6% | -27.5% | -24.7% |
| 3M | -29.9% | -20.6% | -9.2% | -30.4% |
| All | -29.9% | -17.8% | -12.0% | -30.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling