-69.5%
PYPL vs OUST
-60.6%
-8.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.2% | +14.0% | -15.1% | -2.9% |
| 30D | +6.1% | +2.5% | +3.6% | +5.1% |
| 3M | +1.1% | -15.3% | +16.4% | +1.9% |
| 6M | +32.7% | +42.6% | -9.9% | +19.8% |
| YTD | +2.8% | +76.6% | -73.8% | -11.4% |
| 1Y | -10.8% | +54.1% | -64.8% | -22.0% |
| 3Y | +9.8% | +675.3% | -665.4% | -34.8% |
| 5Y | -70.2% | -45.1% | -25.1% | -75.3% |
| All | -69.5% | -60.6% | -8.9% | -73.8% |
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