+25.7%
Q vs OUST
+32.6%
-6.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +14.0% | -7.7% | +2.6% |
| 7D | +0.3% | +17.0% | -16.7% | -4.2% |
| 30D | -9.8% | -16.5% | +6.7% | -6.3% |
| 3M | -12.2% | -23.7% | +11.4% | -7.5% |
| 6M | -21.6% | +18.4% | -40.0% | -28.4% |
| YTD | +43.6% | +60.8% | -17.2% | +12.8% |
| 1Y | +25.7% | +44.2% | -18.5% | +2.9% |
| All | +25.7% | +32.6% | -6.9% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling