+11.9%
PYPL vs OUST
+794.9%
-783.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.8% | -9.5% | +0.6% |
| 7D | +2.2% | +36.7% | -34.5% | -0.3% |
| 30D | +8.1% | -3.3% | +11.5% | +8.0% |
| 3M | +1.9% | -11.1% | +13.0% | +2.0% |
| 6M | +33.1% | +53.1% | -19.9% | +23.1% |
| YTD | +3.8% | +78.2% | -74.5% | -6.5% |
| 1Y | -8.3% | +50.0% | -58.3% | -16.3% |
| 3Y | +11.9% | +836.2% | -824.3% | -22.8% |
| All | +11.9% | +794.9% | -783.0% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling