+280.9%
PSX vs OUST
-56.4%
+337.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -9.0% | +4.2% | -4.6% |
| 7D | -9.7% | -5.0% | -4.7% | -9.6% |
| 30D | -8.4% | -32.0% | +23.6% | -7.5% |
| 3M | +22.6% | -32.4% | +55.0% | +23.7% |
| 6M | +38.8% | +6.7% | +32.1% | +36.1% |
| YTD | +95.5% | +41.0% | +54.4% | +88.7% |
| 1Y | +87.1% | +18.0% | +69.1% | +81.6% |
| 3Y | +133.5% | +560.6% | -427.1% | +104.8% |
| 5Y | +280.9% | -55.1% | +336.0% | +259.4% |
| All | +280.9% | -56.4% | +337.3% | +259.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling