+78.6%
PR vs OUST
+600.2%
-521.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +15.7% | -22.3% | -7.2% |
| 7D | -12.1% | -0.2% | -11.9% | -12.2% |
| 30D | +0.9% | -24.0% | +24.9% | +1.9% |
| 3M | +10.1% | -29.9% | +40.0% | +11.5% |
| 6M | +1.1% | +19.1% | -18.0% | -2.8% |
| YTD | +63.7% | +55.0% | +8.7% | +53.1% |
| 1Y | +87.0% | +21.2% | +65.9% | +77.8% |
| All | +78.6% | +600.2% | -521.6% | +31.8% |
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 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