+26.4%
P vs OUST
+33.5%
-7.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.0% |
| 7D | +6.5% | +5.2% | +1.3% | +5.2% |
| 30D | +18.8% | -19.3% | +38.1% | +24.7% |
| 3M | +26.7% | -22.6% | +49.4% | +30.9% |
| 6M | +62.2% | +62.8% | -0.6% | +41.2% |
| YTD | +48.5% | +68.3% | -19.8% | +25.9% |
| 1Y | +26.4% | +28.5% | -2.2% | +9.4% |
| All | +26.4% | +33.5% | -7.1% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling