-3.7%
P vs OUST
-1.5%
-2.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -9.0% | -7.4% | -13.7% |
| 7D | -31.9% | -5.0% | -26.9% | -30.8% |
| 30D | -36.5% | -32.0% | -4.5% | -29.3% |
| 3M | +11.6% | -32.4% | +43.9% | +23.3% |
| 6M | +25.2% | +6.7% | +18.5% | +20.1% |
| YTD | +39.4% | +41.0% | -1.6% | +17.5% |
| 1Y | -3.7% | +18.0% | -21.7% | -17.2% |
| All | -3.7% | -1.5% | -2.1% | -17.2% |
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 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