+306.9%
PSX vs OUST
-48.5%
+355.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.2% | +5.9% | +1.8% |
| 7D | +6.4% | +19.9% | -13.5% | +5.9% |
| 30D | -10.2% | +3.6% | -13.8% | -10.4% |
| 3M | +17.2% | -20.6% | +37.8% | +17.7% |
| 6M | +51.8% | +35.1% | +16.7% | +47.8% |
| YTD | +108.0% | +69.1% | +38.9% | +99.8% |
| 1Y | +96.1% | +49.9% | +46.2% | +89.1% |
| 3Y | +155.9% | +642.4% | -486.5% | +124.5% |
| 5Y | +306.9% | -48.3% | +355.2% | +264.2% |
| All | +306.9% | -48.5% | +355.4% | +264.2% |
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