+506.2%
PSX vs OUST
-62.4%
+568.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.1% |
| 7D | +4.5% | +5.2% | -0.7% | +4.3% |
| 30D | +26.6% | -19.3% | +45.9% | +27.5% |
| 3M | +39.3% | -22.6% | +61.9% | +39.4% |
| 6M | +56.8% | +62.8% | -6.0% | +50.8% |
| YTD | +101.8% | +68.3% | +33.5% | +93.3% |
| 1Y | +99.6% | +28.5% | +71.1% | +92.3% |
| 3Y | +140.3% | +554.0% | -413.7% | +106.5% |
| 5Y | +339.3% | -56.2% | +395.5% | +325.1% |
| All | +506.2% | -62.4% | +568.7% | +462.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling