+182.1%
RF vs OUST
-68.5%
+250.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.0% | +6.9% | -1.4% |
| 7D | -1.6% | -5.0% | +3.4% | -1.3% |
| 30D | +5.0% | -32.0% | +37.1% | +8.1% |
| 3M | -10.0% | -32.4% | +22.4% | -7.6% |
| 6M | +3.3% | +6.7% | -3.4% | -1.1% |
| YTD | +7.9% | +41.0% | -33.1% | -0.5% |
| 1Y | +21.2% | +18.0% | +3.3% | +13.4% |
| 3Y | +105.8% | +560.6% | -454.8% | +48.9% |
| 5Y | +43.7% | -55.1% | +98.8% | +20.2% |
| All | +182.1% | -68.5% | +250.7% | +142.6% |
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