+622.8%
OUST vs VYM
+67.6%
+555.3%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.8% |
| 7D | +5.2% | 0.0% | +5.2% | +5.3% |
| 30D | -19.3% | -0.5% | -18.7% | -18.0% |
| 3M | -22.6% | +3.0% | -25.7% | -28.4% |
| 6M | +62.8% | +8.2% | +54.6% | +32.8% |
| YTD | +68.3% | +15.8% | +52.5% | +14.5% |
| 1Y | +28.5% | +20.8% | +7.7% | -19.9% |
| All | +622.8% | +67.6% | +555.3% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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