+607.8%
OUST vs VICR
+336.6%
+271.2%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -3.4% | -5.1% | -6.9% |
| 7D | -3.8% | +8.3% | -12.1% | -7.2% |
| 30D | +5.1% | -35.2% | +40.2% | +26.9% |
| 3M | -25.8% | -29.8% | +4.0% | -15.6% |
| 6M | -2.0% | -48.6% | +46.6% | +31.1% |
| YTD | +54.7% | +45.1% | +9.6% | +32.0% |
| 1Y | +48.8% | +79.6% | -30.8% | +16.7% |
| 3Y | +607.8% | +335.4% | +272.4% | +168.2% |
| All | +607.8% | +336.6% | +271.2% | +168.2% |
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