-62.4%
OUST vs STLA
-28.4%
-34.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.0% |
| 7D | +5.2% | +2.6% | +2.6% | +3.9% |
| 30D | -19.3% | -1.2% | -18.0% | -19.2% |
| 3M | -22.6% | -24.8% | +2.1% | -11.6% |
| 6M | +62.8% | -25.6% | +88.3% | +87.1% |
| YTD | +68.3% | -48.9% | +117.3% | +126.1% |
| 1Y | +28.5% | -38.8% | +67.3% | +54.7% |
| 3Y | +554.0% | -64.5% | +618.6% | +918.0% |
| 5Y | -56.2% | -62.4% | +6.2% | -39.3% |
| All | -62.4% | -28.4% | -34.0% | -53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling