+577.1%
OUST vs STLA
-64.3%
+641.4%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.2% |
| 7D | +5.2% | +2.6% | +2.6% | +4.1% |
| 30D | -19.3% | -1.2% | -18.0% | -19.1% |
| 3M | -22.6% | -24.8% | +2.1% | -13.1% |
| 6M | +62.8% | -25.6% | +88.3% | +83.7% |
| YTD | +68.3% | -48.9% | +117.3% | +117.9% |
| 1Y | +28.5% | -38.8% | +67.3% | +50.8% |
| All | +577.1% | -64.3% | +641.4% | +773.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling