+36.8%
S vs OUST
+42.6%
-5.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +10.8% | -2.8% | +6.7% |
| 7D | +1.6% | +36.7% | -35.1% | -2.1% |
| 30D | -10.5% | -3.3% | -7.1% | -10.9% |
| 3M | +9.9% | -11.1% | +21.0% | +9.7% |
| 6M | +41.8% | +53.1% | -11.3% | +28.8% |
| YTD | +56.8% | +78.2% | -21.4% | +32.4% |
| All | +36.8% | +42.6% | -5.8% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling