+87.0%
PR vs OUST
+11.1%
+76.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +15.7% | -22.3% | -6.0% |
| 7D | -12.1% | -0.2% | -11.9% | -11.9% |
| 30D | +0.9% | -24.0% | +24.9% | +0.5% |
| 3M | +10.1% | -29.9% | +40.0% | +9.9% |
| 6M | +1.1% | +19.1% | -18.0% | +0.8% |
| YTD | +63.7% | +55.0% | +8.7% | +62.5% |
| 1Y | +87.0% | +21.2% | +65.9% | +89.0% |
| All | +87.0% | +11.1% | +76.0% | +89.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling