+82.5%
PSX vs OUST
+28.6%
+53.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +14.0% | -14.5% | -0.2% |
| 7D | -13.1% | +17.0% | -30.1% | -12.7% |
| 30D | -9.5% | -16.5% | +7.0% | -9.4% |
| 3M | +20.2% | -23.7% | +43.9% | +20.4% |
| 6M | +44.9% | +18.4% | +26.5% | +44.0% |
| YTD | +94.4% | +60.8% | +33.6% | +91.7% |
| All | +82.5% | +28.6% | +53.8% | +81.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling