+9.7%
PYPL vs OUST
+626.4%
-616.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +14.0% | -13.5% | -0.6% |
| 7D | +3.9% | +17.0% | -13.1% | +2.6% |
| 30D | +7.8% | -16.5% | +24.3% | +8.8% |
| 3M | -0.7% | -23.7% | +23.0% | +0.6% |
| 6M | +28.8% | +18.4% | +10.4% | +21.7% |
| YTD | +2.4% | +60.8% | -58.4% | -7.1% |
| 1Y | -9.6% | +44.2% | -53.8% | -17.3% |
| 3Y | +9.7% | +668.1% | -658.4% | -22.6% |
| All | +9.7% | +626.4% | -616.7% | -22.6% |
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