+668.1%
OUST vs VICR
+262.0%
+406.1%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +8.7% | +5.3% | +9.8% |
| 7D | +17.0% | -23.1% | +40.1% | +31.2% |
| 30D | -16.5% | -48.1% | +31.6% | +12.2% |
| 3M | -23.7% | -32.8% | +9.2% | -11.6% |
| 6M | +18.4% | -47.6% | +66.0% | +57.8% |
| YTD | +60.8% | +34.0% | +26.8% | +41.9% |
| 1Y | +44.2% | +65.0% | -20.8% | +17.0% |
| 3Y | +668.1% | +277.1% | +391.0% | +226.5% |
| All | +668.1% | +262.0% | +406.1% | +226.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling