+302.5%
PSX vs OUST
-53.0%
+355.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.5% | +9.3% | +1.0% |
| 7D | +7.8% | -3.8% | +11.6% | +7.9% |
| 30D | -10.9% | +5.1% | -15.9% | -11.2% |
| 3M | +14.5% | -25.8% | +40.3% | +15.2% |
| 6M | +56.1% | -2.0% | +58.1% | +54.0% |
| YTD | +109.6% | +54.7% | +54.9% | +101.8% |
| 1Y | +95.5% | +48.8% | +46.7% | +88.4% |
| 3Y | +156.2% | +607.8% | -451.6% | +125.3% |
| All | +302.5% | -53.0% | +355.6% | +244.3% |
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