-68.5%
OUST vs VO
+87.1%
-155.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -3.5% | -5.5% | -0.9% |
| 7D | -5.0% | -3.3% | -1.7% | +3.4% |
| 30D | -32.0% | -1.8% | -30.2% | -28.4% |
| 3M | -32.4% | -3.4% | -29.0% | -25.6% |
| 6M | +6.7% | +3.0% | +3.7% | +5.1% |
| YTD | +41.0% | +10.7% | +30.3% | +21.2% |
| 1Y | +18.0% | +11.8% | +6.2% | +0.2% |
| 3Y | +560.6% | +60.4% | +500.2% | +200.1% |
| 5Y | -55.1% | +33.6% | -88.7% | -69.8% |
| All | -68.5% | +87.1% | -155.6% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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