+501.3%
PSX vs OUST
-60.2%
+561.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +10.8% | -7.9% | +2.6% |
| 7D | -8.0% | +36.7% | -44.7% | -9.1% |
| 30D | -9.0% | -3.3% | -5.7% | -9.1% |
| 3M | +24.7% | -11.1% | +35.9% | +24.8% |
| 6M | +49.3% | +53.1% | -3.7% | +44.1% |
| YTD | +100.2% | +78.2% | +21.9% | +90.8% |
| 1Y | +88.8% | +50.0% | +38.8% | +81.1% |
| 3Y | +152.5% | +836.2% | -683.7% | +113.4% |
| 5Y | +283.2% | -50.0% | +333.2% | +268.3% |
| All | +501.3% | -60.2% | +561.5% | +455.5% |
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