+683.4%
OVV vs OUST
-62.4%
+745.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.9% |
| 7D | +0.3% | +5.2% | -5.0% | -0.1% |
| 30D | +11.7% | -19.3% | +31.0% | +13.1% |
| 3M | +9.8% | -22.6% | +32.4% | +9.9% |
| 6M | +26.6% | +62.8% | -36.2% | +18.1% |
| YTD | +67.0% | +68.3% | -1.3% | +54.7% |
| 1Y | +55.9% | +28.5% | +27.4% | +45.9% |
| 3Y | +45.5% | +554.0% | -508.5% | +9.1% |
| 5Y | +157.3% | -56.2% | +213.6% | +138.8% |
| All | +683.4% | -62.4% | +745.8% | +652.5% |
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