+26.7%
Q vs OUST
-4.0%
+30.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.3% |
| 7D | +0.2% | +5.2% | -5.0% | -1.0% |
| 30D | -11.1% | -19.3% | +8.1% | -6.8% |
| 3M | -22.1% | -22.6% | +0.5% | -19.6% |
| 6M | +0.5% | +62.8% | -62.3% | -15.3% |
| YTD | +47.8% | +68.3% | -20.5% | +20.8% |
| All | +26.7% | -4.0% | +30.7% | +6.9% |
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 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