-71.8%
PYPL vs OUST
-62.4%
-9.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.2% |
| 7D | +2.7% | +5.2% | -2.6% | +2.0% |
| 30D | -4.9% | -19.3% | +14.4% | -2.6% |
| 3M | +28.9% | -22.6% | +51.5% | +28.8% |
| 6M | +18.2% | +62.8% | -44.5% | +4.6% |
| YTD | -5.0% | +68.3% | -73.4% | -16.9% |
| 1Y | -18.8% | +28.5% | -47.4% | -27.6% |
| 3Y | -12.6% | +554.0% | -566.6% | -46.6% |
| 5Y | -80.8% | -56.2% | -24.6% | -83.5% |
| All | -71.8% | -62.4% | -9.4% | -75.4% |
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