+113.8%
RF vs OUST
+600.2%
-486.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +15.7% | -14.2% | +0.3% |
| 7D | +2.3% | -0.2% | +2.5% | +2.1% |
| 30D | +7.2% | -24.0% | +31.2% | +9.2% |
| 3M | -8.2% | -29.9% | +21.7% | -6.2% |
| 6M | +7.0% | +19.1% | -12.1% | +1.5% |
| YTD | +10.3% | +55.0% | -44.7% | +0.7% |
| 1Y | +25.1% | +21.2% | +3.9% | +16.7% |
| All | +113.8% | +600.2% | -486.4% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling