-69.8%
PYPL vs OUST
-68.5%
-1.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.0% | +6.9% | -1.0% |
| 7D | +3.5% | -5.0% | +8.6% | +4.0% |
| 30D | +8.0% | -32.0% | +40.0% | +12.4% |
| 3M | +2.0% | -32.4% | +34.4% | +5.8% |
| 6M | +27.6% | +6.7% | +20.8% | +19.2% |
| YTD | +1.9% | +41.0% | -39.2% | -9.7% |
| 1Y | -12.4% | +18.0% | -30.4% | -20.8% |
| 3Y | +6.3% | +560.6% | -554.3% | -36.0% |
| 5Y | -73.6% | -55.1% | -18.5% | -77.6% |
| All | -69.8% | -68.5% | -1.2% | -73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling