+3,533.4%
PR vs OUST
-68.5%
+3,601.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -9.0% | +4.1% | -4.1% |
| 7D | -16.5% | -5.0% | -11.5% | -16.4% |
| 30D | -4.5% | -32.0% | +27.5% | -1.9% |
| 3M | +8.5% | -32.4% | +40.9% | +11.1% |
| 6M | -3.3% | +6.7% | -10.0% | -8.0% |
| YTD | +55.7% | +41.0% | +14.7% | +42.2% |
| 1Y | +82.0% | +18.0% | +64.1% | +68.6% |
| 3Y | +62.5% | +560.6% | -498.2% | +9.3% |
| 5Y | +223.9% | -55.1% | +279.0% | +219.0% |
| All | +3,533.4% | -68.5% | +3,601.9% | +4,014.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling