-51.7%
OUST vs STLA
-74.3%
+22.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.1% | +1.8% | -1.3% |
| 7D | +19.9% | -13.1% | +33.0% | +28.1% |
| 30D | +3.6% | -13.3% | +16.9% | +10.4% |
| 3M | -20.6% | -27.9% | +7.2% | -8.7% |
| 6M | +35.1% | -47.8% | +82.9% | +82.9% |
| YTD | +69.1% | -64.6% | +133.7% | +168.8% |
| 1Y | +49.9% | -64.0% | +113.9% | +135.4% |
| 3Y | +642.4% | -76.8% | +719.2% | +1,322.8% |
| All | -51.7% | -74.3% | +22.6% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling