-40.7%
PODD vs OUST
-62.4%
+21.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.7% | -2.2% |
| 7D | +1.6% | +5.2% | -3.6% | +1.1% |
| 30D | +10.7% | -19.3% | +29.9% | +12.5% |
| 3M | +0.7% | -22.6% | +23.4% | +0.6% |
| 6M | -39.3% | +62.8% | -102.1% | -45.2% |
| YTD | -48.1% | +68.3% | -116.5% | -53.7% |
| 1Y | -57.4% | +28.5% | -86.0% | -61.5% |
| 3Y | -23.3% | +554.0% | -577.3% | -49.4% |
| 5Y | -51.3% | -56.2% | +5.0% | -53.7% |
| All | -40.7% | -62.4% | +21.8% | -44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling