-62.4%
OUST vs VO
+92.9%
-155.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +2.1% |
| 7D | +5.2% | -0.3% | +5.5% | +6.0% |
| 30D | -19.3% | -0.3% | -18.9% | -18.3% |
| 3M | -22.6% | +2.9% | -25.6% | -25.4% |
| 6M | +62.8% | +9.3% | +53.4% | +39.8% |
| YTD | +68.3% | +14.2% | +54.2% | +33.1% |
| 1Y | +28.5% | +15.3% | +13.3% | +3.0% |
| 3Y | +554.0% | +56.2% | +497.8% | +207.9% |
| 5Y | -56.2% | +42.4% | -98.7% | -74.1% |
| All | -62.4% | +92.9% | -155.4% | -82.6% |
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