-69.9%
PYPL vs OUST
-60.6%
-9.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | +1.0% | +31.9% | -30.9% | -2.6% |
| 30D | +5.9% | -4.2% | +10.1% | +5.7% |
| 3M | -0.2% | -9.3% | +9.0% | -0.3% |
| 6M | +30.3% | +51.7% | -21.4% | +16.6% |
| YTD | +1.6% | +76.6% | -75.0% | -12.5% |
| 1Y | -10.3% | +48.9% | -59.2% | -21.2% |
| 3Y | +8.5% | +675.3% | -666.7% | -35.6% |
| 5Y | -71.0% | -44.0% | -26.9% | -75.9% |
| All | -69.9% | -60.6% | -9.3% | -74.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling