+11.1%
PL vs OUST
-56.4%
+67.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -9.0% | -1.1% | -7.6% |
| 7D | -20.5% | -5.0% | -15.5% | -19.8% |
| 30D | -38.8% | -32.0% | -6.7% | -32.3% |
| 3M | -49.1% | -32.4% | -16.8% | -43.9% |
| 6M | -69.4% | +6.7% | -76.1% | -70.8% |
| YTD | -42.3% | +41.0% | -83.4% | -49.7% |
| 1Y | -14.2% | +18.0% | -32.2% | -21.7% |
| 3Y | +398.7% | +560.6% | -161.9% | +142.3% |
| 5Y | +11.1% | -55.1% | +66.3% | +7.1% |
| All | +11.1% | -56.4% | +67.5% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling