+7.0%
RF vs OUST
+12.1%
-5.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +15.7% | -14.2% | +1.4% |
| 7D | +2.3% | -0.2% | +2.5% | +2.2% |
| 30D | +7.2% | -24.0% | +31.2% | +7.5% |
| 3M | -8.2% | -29.9% | +21.7% | -8.1% |
| 6M | +7.0% | +19.1% | -12.1% | +7.9% |
| All | +7.0% | +12.1% | -5.1% | +7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling