+480.4%
P vs OUST
-60.6%
+541.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -13.3% | +31.9% | -45.2% | -17.8% |
| 30D | -34.0% | -4.2% | -29.8% | -33.6% |
| 3M | +4.1% | -9.3% | +13.4% | +5.4% |
| 6M | +30.5% | +51.7% | -21.2% | +18.9% |
| YTD | +52.2% | +76.6% | -24.4% | +33.1% |
| 1Y | +10.3% | +48.9% | -38.6% | -1.5% |
| 3Y | +180.9% | +675.3% | -494.4% | +70.5% |
| 5Y | +259.7% | -44.0% | +303.8% | +207.7% |
| All | +480.4% | -60.6% | +541.0% | +422.2% |
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