+83.0%
PL vs OUST
-62.4%
+145.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -2.9% | -1.7% |
| 7D | -9.3% | +5.2% | -14.5% | -10.6% |
| 30D | -18.9% | -19.3% | +0.3% | -14.6% |
| 3M | -58.4% | -22.6% | -35.7% | -56.3% |
| 6M | -30.3% | +62.8% | -93.1% | -40.3% |
| YTD | -8.1% | +68.3% | -76.5% | -22.4% |
| 1Y | +180.5% | +28.5% | +151.9% | +148.7% |
| 3Y | +444.1% | +554.0% | -109.9% | +180.0% |
| 5Y | +83.0% | -56.2% | +139.2% | +38.9% |
| All | +83.0% | -62.4% | +145.5% | +39.5% |
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 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