+71.8%
OUST vs SUNB
+7.1%
+64.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +1.2% | +12.8% | +13.1% |
| 7D | +17.0% | -7.9% | +24.9% | +24.2% |
| 30D | -16.5% | +3.0% | -19.5% | -18.6% |
| 3M | -23.7% | -4.4% | -19.3% | -20.4% |
| 6M | +18.4% | +2.0% | +16.4% | +19.0% |
| All | +71.8% | +7.1% | +64.7% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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