-48.8%
S vs OUST
-72.2%
+23.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +14.0% | -12.4% | -1.1% |
| 7D | -13.4% | +17.0% | -30.4% | -16.3% |
| 30D | -14.0% | -16.5% | +2.5% | -11.4% |
| 3M | +4.9% | -23.7% | +28.5% | +8.8% |
| 6M | +42.0% | +18.4% | +23.6% | +26.4% |
| YTD | +45.1% | +60.8% | -15.7% | +18.1% |
| 1Y | +33.1% | +44.2% | -11.1% | +10.4% |
| 3Y | +40.6% | +668.1% | -627.5% | -42.4% |
| 5Y | -67.5% | -48.8% | -18.6% | -68.9% |
| All | -48.8% | -72.2% | +23.4% | -42.5% |
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