-51.3%
OUST vs STLA
-70.1%
+18.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.2% | +14.2% | +14.1% |
| 7D | +17.0% | -4.5% | +21.5% | +19.7% |
| 30D | -16.5% | -3.9% | -12.6% | -15.2% |
| 3M | -23.7% | -20.2% | -3.5% | -16.3% |
| 6M | +18.4% | -42.2% | +60.5% | +52.8% |
| YTD | +60.8% | -59.3% | +120.1% | +139.1% |
| 1Y | +44.2% | -56.1% | +100.2% | +104.0% |
| 3Y | +668.1% | -73.7% | +741.8% | +1,287.6% |
| All | -51.3% | -70.1% | +18.8% | -34.7% |
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