-7.8%
PODD vs OUST
+626.4%
-634.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +14.0% | -20.2% | -6.8% |
| 7D | -2.1% | +17.0% | -19.1% | -3.0% |
| 30D | +9.0% | -16.5% | +25.5% | +9.7% |
| 3M | +5.2% | -23.7% | +28.8% | +6.0% |
| 6M | -3.2% | +18.4% | -21.5% | -7.7% |
| YTD | -48.5% | +60.8% | -109.2% | -52.7% |
| 1Y | -54.7% | +44.2% | -98.9% | -58.1% |
| 3Y | -7.8% | +668.1% | -675.9% | -34.1% |
| All | -7.8% | +626.4% | -634.2% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling