-53.6%
ROKU vs OUST
-52.5%
-1.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.8% |
| 7D | -0.1% | +12.7% | -12.8% | -2.9% |
| 30D | +1.5% | -13.6% | +15.1% | +4.3% |
| 3M | +25.7% | -8.3% | +34.0% | +21.0% |
| 6M | +54.5% | +85.0% | -30.5% | +20.0% |
| YTD | +43.2% | +73.2% | -30.1% | +11.8% |
| 1Y | +56.3% | +32.5% | +23.8% | +25.6% |
| 3Y | +86.1% | +643.8% | -557.7% | -29.2% |
| 5Y | -53.6% | -52.1% | -1.5% | -55.6% |
| All | -53.6% | -52.5% | -1.0% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling