+662.0%
OVV vs OUST
-65.4%
+727.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +15.7% | -21.3% | -6.6% |
| 7D | -12.1% | -0.2% | -11.9% | -12.2% |
| 30D | +2.9% | -24.0% | +26.9% | +4.3% |
| 3M | +3.7% | -29.9% | +33.6% | +5.4% |
| 6M | +0.6% | +19.1% | -18.5% | -3.9% |
| YTD | +62.5% | +55.0% | +7.5% | +50.4% |
| 1Y | +72.0% | +21.2% | +50.8% | +62.0% |
| 3Y | +39.1% | +626.0% | -586.9% | +2.8% |
| 5Y | +98.5% | -51.6% | +150.1% | +80.9% |
| All | +662.0% | -65.4% | +727.4% | +631.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling