-28.3%
ROKU vs OUST
-64.1%
+35.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +14.0% | -13.9% | -2.9% |
| 7D | +3.5% | +17.0% | -13.5% | -0.5% |
| 30D | +5.1% | -16.5% | +21.6% | +7.8% |
| 3M | +7.0% | -23.7% | +30.6% | +10.6% |
| 6M | +25.4% | +18.4% | +7.1% | +8.6% |
| YTD | +48.0% | +60.8% | -12.8% | +16.7% |
| 1Y | +53.1% | +44.2% | +8.9% | +22.7% |
| 3Y | +92.7% | +668.1% | -575.4% | -23.0% |
| 5Y | -42.4% | -48.8% | +6.4% | -58.4% |
| All | -28.3% | -64.1% | +35.8% | -44.9% |
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 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