-62.6%
OUST vs VICR
+117.4%
-180.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.9% | +1.6% | -1.1% |
| 7D | +4.0% | +1.3% | +2.8% | +3.4% |
| 30D | -14.0% | -11.9% | -2.0% | -8.9% |
| 3M | -5.9% | -35.1% | +29.2% | +16.7% |
| 6M | +76.4% | +8.1% | +68.2% | +73.3% |
| YTD | +67.5% | +67.8% | -0.3% | +35.4% |
| 1Y | +27.1% | +267.3% | -240.2% | -28.8% |
| 3Y | +619.0% | +191.2% | +427.8% | +295.3% |
| 5Y | -54.9% | +48.1% | -103.0% | -71.1% |
| All | -62.6% | +117.4% | -180.1% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded VICR 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling