-47.8%
S vs OUST
-73.2%
+25.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.5% | +8.1% | +1.3% |
| 7D | +2.0% | -3.8% | +5.8% | +2.7% |
| 30D | -2.7% | +5.1% | -7.8% | -4.1% |
| 3M | -6.9% | -25.8% | +18.9% | -2.7% |
| 6M | +38.1% | -2.0% | +40.1% | +29.4% |
| YTD | +48.0% | +54.7% | -6.7% | +21.3% |
| 1Y | +34.5% | +48.8% | -14.3% | +10.7% |
| 3Y | +38.3% | +607.8% | -569.5% | -41.8% |
| 5Y | -70.9% | -52.7% | -18.2% | -71.8% |
| All | -47.8% | -73.2% | +25.5% | -41.0% |
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 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