-30.5%
ROKU vs OUST
-62.4%
+31.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.1% |
| 7D | -1.3% | +5.2% | -6.6% | -2.5% |
| 30D | +5.9% | -19.3% | +25.1% | +10.3% |
| 3M | +23.9% | -22.6% | +46.5% | +24.0% |
| 6M | +59.6% | +62.8% | -3.2% | +29.4% |
| YTD | +43.4% | +68.3% | -24.9% | +14.2% |
| 1Y | +60.2% | +28.5% | +31.6% | +31.2% |
| 3Y | +90.4% | +554.0% | -463.6% | -18.4% |
| 5Y | -54.5% | -56.2% | +1.7% | -65.8% |
| All | -30.5% | -62.4% | +31.9% | -46.1% |
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