-61.4%
OUST vs VICR
+128.6%
-190.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +1.7% |
| 7D | +12.7% | +9.8% | +2.9% | +7.9% |
| 30D | -13.6% | -12.6% | -1.0% | -8.3% |
| 3M | -8.3% | -29.7% | +21.4% | +9.6% |
| 6M | +85.0% | +18.8% | +66.1% | +74.4% |
| YTD | +73.2% | +76.4% | -3.1% | +36.8% |
| 1Y | +32.5% | +282.4% | -249.9% | -27.2% |
| 3Y | +643.8% | +206.2% | +437.7% | +299.6% |
| 5Y | -52.1% | +53.9% | -106.0% | -69.8% |
| All | -61.4% | +128.6% | -190.0% | -79.8% |
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