-19.0%
PYPL vs OUST
+33.5%
-52.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -4.9% | -3.3% |
| 7D | +2.4% | +5.2% | -2.8% | +2.2% |
| 30D | -5.1% | -19.3% | +14.1% | -4.5% |
| 3M | +28.6% | -22.6% | +51.2% | +28.0% |
| 6M | +17.9% | +62.8% | -44.8% | +6.8% |
| YTD | -5.3% | +68.3% | -73.6% | -15.0% |
| 1Y | -19.0% | +28.5% | -47.6% | -26.4% |
| All | -19.0% | +33.5% | -52.5% | -26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling