+514.7%
PSX vs OUST
-60.6%
+575.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -0.4% | +14.0% | -14.3% | -0.8% |
| 30D | -8.1% | +2.5% | -10.6% | -8.3% |
| 3M | +15.9% | -15.3% | +31.2% | +16.2% |
| 6M | +49.4% | +42.6% | +6.8% | +44.6% |
| YTD | +104.7% | +76.6% | +28.0% | +95.1% |
| 1Y | +89.1% | +54.1% | +35.0% | +81.1% |
| 3Y | +151.7% | +675.3% | -523.5% | +114.7% |
| 5Y | +298.3% | -45.1% | +343.4% | +280.0% |
| All | +514.7% | -60.6% | +575.3% | +468.2% |
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