+25.0%
Q vs OUST
-11.6%
+36.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +15.7% | -15.8% | -4.0% |
| 7D | -3.3% | -0.2% | -3.1% | -3.5% |
| 30D | -9.7% | -24.0% | +14.3% | -4.1% |
| 3M | -16.1% | -29.9% | +13.8% | -9.9% |
| 6M | -15.7% | +19.1% | -34.8% | -22.4% |
| YTD | +45.7% | +55.0% | -9.3% | +20.3% |
| 1Y | +18.0% | +21.2% | -3.2% | -0.5% |
| All | +25.0% | -11.6% | +36.6% | +6.4% |
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