+554.9%
OUST vs VLTO
+54.1%
+500.8%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.4% | -8.6% | -8.9% |
| 7D | -5.0% | +12.0% | -17.0% | -8.2% |
| 30D | -32.0% | +20.8% | -52.9% | -36.2% |
| 3M | -32.4% | +20.1% | -52.5% | -36.4% |
| 6M | +6.7% | +32.6% | -25.9% | -6.9% |
| YTD | +41.0% | +17.3% | +23.7% | +34.5% |
| 1Y | +18.0% | +17.3% | +0.7% | +12.1% |
| 3Y | +560.6% | +66.9% | +493.7% | +355.3% |
| All | +554.9% | +54.1% | +500.8% | +371.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 all: compounded portfolio wealth divided by compounded VLTO 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…
all analysis · Full analysis span regression · 6 months rolling