-16.3%
PSKY vs OUST
+554.0%
-570.4%
-59.9%
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% | -1.8% |
| 7D | -0.2% | +5.2% | -5.4% | -0.6% |
| 30D | +24.0% | -19.3% | +43.2% | +25.9% |
| 3M | +2.2% | -22.6% | +24.8% | +2.4% |
| 6M | -9.0% | +62.8% | -71.8% | -16.3% |
| YTD | -18.1% | +68.3% | -86.5% | -25.5% |
| 1Y | -25.1% | +28.5% | -53.6% | -30.7% |
| All | -16.3% | +554.0% | -570.4% | -48.9% |
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