+188.3%
RF vs OUST
-65.4%
+253.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +15.7% | -14.2% | +0.2% |
| 7D | +2.3% | -0.2% | +2.5% | +2.1% |
| 30D | +7.2% | -24.0% | +31.2% | +9.4% |
| 3M | -8.2% | -29.9% | +21.7% | -6.1% |
| 6M | +7.0% | +19.1% | -12.1% | +1.5% |
| YTD | +10.3% | +55.0% | -44.7% | +0.9% |
| 1Y | +25.1% | +21.2% | +3.9% | +16.8% |
| 3Y | +110.3% | +626.0% | -515.7% | +51.0% |
| 5Y | +47.1% | -51.6% | +98.7% | +22.2% |
| All | +188.3% | -65.4% | +253.7% | +146.0% |
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