+640.2%
OVV vs OUST
-68.5%
+708.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.0% | +6.1% | -2.3% |
| 7D | -14.9% | -5.0% | -9.9% | -14.7% |
| 30D | -0.9% | -32.0% | +31.1% | +1.2% |
| 3M | +5.6% | -32.4% | +37.9% | +7.5% |
| 6M | -2.5% | +6.7% | -9.2% | -6.3% |
| YTD | +57.8% | +41.0% | +16.8% | +47.0% |
| 1Y | +70.1% | +18.0% | +52.1% | +60.2% |
| 3Y | +35.1% | +560.6% | -525.5% | +0.4% |
| 5Y | +86.1% | -55.1% | +141.2% | +70.2% |
| All | +640.2% | -68.5% | +708.8% | +615.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling