+536.1%
P vs OUST
-65.4%
+601.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +15.7% | -20.7% | -7.8% |
| 7D | -19.4% | -0.2% | -19.1% | -19.5% |
| 30D | -22.3% | -24.0% | +1.7% | -18.7% |
| 3M | +33.2% | -29.9% | +63.1% | +40.8% |
| 6M | +53.6% | +19.1% | +34.5% | +45.2% |
| YTD | +66.8% | +55.0% | +11.8% | +49.3% |
| 1Y | +17.5% | +21.2% | -3.6% | +8.6% |
| 3Y | +219.7% | +626.0% | -406.3% | +96.0% |
| 5Y | +307.8% | -51.6% | +359.4% | +257.2% |
| All | +536.1% | -65.4% | +601.6% | +485.5% |
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