-72.5%
PSKY vs OUST
-70.7%
-1.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -9.3% | +4.4% | -4.1% |
| 7D | -24.6% | -28.7% | +4.2% | -22.5% |
| 30D | -36.1% | -15.0% | -21.1% | -35.6% |
| 3M | -53.4% | +9.9% | -63.3% | -55.8% |
| 6M | -53.4% | +9.9% | -63.3% | -55.8% |
| YTD | -53.4% | +9.9% | -63.3% | -55.8% |
| 1Y | -58.4% | -9.8% | -48.6% | -59.8% |
| 3Y | -40.7% | +536.0% | -576.7% | -58.8% |
| 5Y | -80.0% | -59.0% | -21.0% | -83.7% |
| All | -72.5% | -70.7% | -1.9% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling