+39.2%
OVV vs OUST
+537.2%
-498.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.0% | +6.1% | -2.5% |
| 7D | -14.9% | -5.0% | -9.9% | -14.8% |
| 30D | -0.9% | -32.0% | +31.1% | +0.4% |
| 3M | +5.6% | -32.4% | +37.9% | +6.8% |
| 6M | -2.5% | +6.7% | -9.2% | -5.5% |
| YTD | +57.8% | +41.0% | +16.8% | +48.9% |
| 1Y | +70.1% | +18.0% | +52.1% | +62.0% |
| All | +39.2% | +537.2% | -498.0% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling