-53.8%
OUST vs VICR
+47.8%
-101.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.8% | -0.8% |
| 7D | +5.2% | +0.4% | +4.8% | +4.9% |
| 30D | -19.3% | -13.9% | -5.3% | -13.8% |
| 3M | -22.6% | -38.4% | +15.8% | -2.0% |
| 6M | +62.8% | -7.2% | +70.0% | +70.0% |
| YTD | +68.3% | +72.0% | -3.7% | +35.9% |
| 1Y | +28.5% | +263.3% | -234.7% | -26.2% |
| 3Y | +554.0% | +173.3% | +380.8% | +275.6% |
| All | -53.8% | +47.8% | -101.6% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling