+487.1%
PSX vs OUST
-68.5%
+555.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -9.0% | +4.2% | -4.5% |
| 7D | -9.7% | -5.0% | -4.7% | -9.6% |
| 30D | -8.4% | -32.0% | +23.6% | -7.3% |
| 3M | +22.6% | -32.4% | +55.0% | +23.9% |
| 6M | +38.8% | +6.7% | +32.1% | +35.7% |
| YTD | +95.5% | +41.0% | +54.4% | +87.8% |
| 1Y | +87.1% | +18.0% | +69.1% | +81.0% |
| 3Y | +133.5% | +560.6% | -427.1% | +100.0% |
| 5Y | +280.9% | -55.1% | +336.0% | +265.5% |
| All | +487.1% | -68.5% | +555.6% | +446.9% |
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