-65.4%
OUST vs SUI
-2.4%
-63.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +5.2% | +10.6% | +12.8% |
| 7D | -0.2% | +10.0% | -10.2% | -5.5% |
| 30D | -24.0% | +8.4% | -32.4% | -28.1% |
| 3M | -29.9% | +0.7% | -30.5% | -30.9% |
| 6M | +19.1% | -0.9% | +20.1% | +15.6% |
| YTD | +55.0% | +0.6% | +54.3% | +48.8% |
| 1Y | +21.2% | +0.8% | +20.4% | +16.0% |
| 3Y | +626.0% | +15.5% | +610.5% | +508.6% |
| 5Y | -51.6% | -25.9% | -25.7% | -48.6% |
| All | -65.4% | -2.4% | -63.0% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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