+27.8%
PL vs OUST
-65.4%
+93.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +15.7% | -22.1% | -10.5% |
| 7D | -11.7% | -0.2% | -11.5% | -12.2% |
| 30D | -27.1% | -24.0% | -3.2% | -22.1% |
| 3M | -44.6% | -29.9% | -14.7% | -39.9% |
| 6M | -67.2% | +19.1% | -86.3% | -69.5% |
| YTD | -35.9% | +55.0% | -90.8% | -45.0% |
| 1Y | -0.4% | +21.2% | -21.6% | -9.6% |
| 3Y | +454.8% | +626.0% | -171.1% | +178.3% |
| 5Y | +24.8% | -51.6% | +76.4% | -3.9% |
| All | +27.8% | -65.4% | +93.2% | -1.1% |
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