-65.5%
OUST vs VICR
+88.1%
-153.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -3.4% | -5.1% | -7.0% |
| 7D | -3.8% | +8.3% | -12.1% | -7.0% |
| 30D | +5.1% | -35.2% | +40.2% | +25.7% |
| 3M | -25.8% | -29.8% | +4.0% | -16.1% |
| 6M | -2.0% | -48.6% | +46.6% | +29.2% |
| YTD | +54.7% | +45.1% | +9.6% | +28.6% |
| 1Y | +48.8% | +79.6% | -30.8% | +13.3% |
| 3Y | +607.8% | +335.4% | +272.4% | +223.8% |
| 5Y | -52.7% | -1.0% | -51.7% | -63.6% |
| All | -65.5% | +88.1% | -153.6% | -81.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling