+573.7%
OUST vs STLA
-74.0%
+647.7%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -4.5% | -4.5% | -7.3% |
| 7D | -5.0% | -5.5% | +0.5% | -2.9% |
| 30D | -32.0% | -3.7% | -28.4% | -31.2% |
| 3M | -32.4% | -21.1% | -11.2% | -26.7% |
| 6M | +6.7% | -38.3% | +45.0% | +28.3% |
| YTD | +41.0% | -59.2% | +100.3% | +95.7% |
| 1Y | +18.0% | -56.7% | +74.7% | +58.3% |
| All | +573.7% | -74.0% | +647.7% | +730.1% |
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