+483.9%
PSX vs OUST
-64.1%
+548.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +14.0% | -14.5% | -1.0% |
| 7D | -13.1% | +17.0% | -30.1% | -13.7% |
| 30D | -9.5% | -16.5% | +7.0% | -9.1% |
| 3M | +20.2% | -23.7% | +43.9% | +20.9% |
| 6M | +44.9% | +18.4% | +26.5% | +41.2% |
| YTD | +94.4% | +60.8% | +33.6% | +86.0% |
| 1Y | +83.1% | +44.2% | +38.9% | +75.7% |
| 3Y | +132.2% | +668.1% | -535.9% | +97.7% |
| 5Y | +278.8% | -48.8% | +327.7% | +261.8% |
| All | +483.9% | -64.1% | +548.1% | +441.5% |
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