-51.9%
PODD vs OUST
-49.4%
-2.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -4.4% | +31.9% | -36.3% | -6.6% |
| 30D | +9.4% | -4.2% | +13.7% | +9.3% |
| 3M | +3.6% | -9.3% | +12.9% | +3.5% |
| 6M | -4.0% | +51.7% | -55.6% | -11.7% |
| YTD | -47.9% | +76.6% | -124.5% | -53.6% |
| 1Y | -53.8% | +48.9% | -102.7% | -58.2% |
| 3Y | -4.5% | +675.3% | -679.8% | -36.6% |
| 5Y | -51.9% | -44.0% | -7.8% | -43.5% |
| All | -51.9% | -49.4% | -2.4% | -43.5% |
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 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