-53.3%
PODD vs OUST
-49.1%
-4.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +14.0% | -20.2% | -7.3% |
| 7D | -2.1% | +17.0% | -19.1% | -3.5% |
| 30D | +9.0% | -16.5% | +25.5% | +10.1% |
| 3M | +5.2% | -23.7% | +28.8% | +6.5% |
| 6M | -3.2% | +18.4% | -21.5% | -9.1% |
| YTD | -48.5% | +60.8% | -109.2% | -53.8% |
| 1Y | -54.7% | +44.2% | -98.9% | -59.0% |
| 3Y | -7.8% | +668.1% | -675.9% | -39.3% |
| All | -53.3% | -49.1% | -4.2% | -45.8% |
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