+29.1%
Q vs OUST
-3.5%
+32.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.2% | +1.2% | -2.0% |
| 7D | +11.5% | +19.9% | -8.4% | +6.3% |
| 30D | -0.2% | +3.6% | -3.8% | -1.8% |
| 3M | -13.6% | -20.6% | +7.1% | -10.0% |
| 6M | -27.0% | +35.1% | -62.1% | -34.8% |
| YTD | +50.5% | +69.1% | -18.6% | +21.5% |
| 1Y | +33.8% | +49.9% | -16.2% | +9.7% |
| All | +29.1% | -3.5% | +32.6% | +7.4% |
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 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