-21.1%
PODD vs OUST
+554.0%
-575.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.7% | -2.2% |
| 7D | +1.6% | +5.2% | -3.6% | +1.3% |
| 30D | +10.7% | -19.3% | +29.9% | +11.8% |
| 3M | +0.7% | -22.6% | +23.4% | +0.6% |
| 6M | -39.3% | +62.8% | -102.1% | -44.0% |
| YTD | -48.1% | +68.3% | -116.5% | -52.6% |
| 1Y | -57.4% | +28.5% | -86.0% | -60.7% |
| All | -21.1% | +554.0% | -575.2% | -48.2% |
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