-49.6%
S vs OUST
-75.6%
+26.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -9.0% | +0.2% | -7.0% |
| 7D | -16.7% | -5.0% | -11.6% | -15.9% |
| 30D | -17.0% | -32.0% | +15.1% | -10.8% |
| 3M | +2.0% | -32.4% | +34.4% | +8.5% |
| 6M | +35.1% | +6.7% | +28.3% | +22.9% |
| YTD | +42.8% | +41.0% | +1.8% | +19.5% |
| 1Y | +27.7% | +18.0% | +9.8% | +10.6% |
| 3Y | +33.0% | +560.6% | -527.6% | -43.6% |
| 5Y | -68.0% | -55.1% | -12.9% | -68.5% |
| All | -49.6% | -75.6% | +26.0% | -41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling