+79.3%
PR vs OUST
+554.0%
-474.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.7% |
| 7D | +2.9% | +5.2% | -2.3% | +2.6% |
| 30D | +18.0% | -19.3% | +37.3% | +19.1% |
| 3M | +16.9% | -22.6% | +39.5% | +16.9% |
| 6M | +28.2% | +62.8% | -34.6% | +20.8% |
| YTD | +69.3% | +68.3% | +1.0% | +58.4% |
| 1Y | +69.5% | +28.5% | +41.0% | +60.0% |
| All | +79.3% | +554.0% | -474.7% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling