+11.1%
S vs OUST
+554.0%
-542.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | -7.7% | +5.2% | -12.9% | -8.3% |
| 30D | -5.3% | -19.3% | +13.9% | -3.1% |
| 3M | +20.3% | -22.6% | +42.9% | +21.2% |
| 6M | +47.4% | +62.8% | -15.4% | +31.5% |
| YTD | +32.5% | +68.3% | -35.8% | +16.9% |
| 1Y | +9.5% | +28.5% | -19.0% | -1.4% |
| All | +11.1% | +554.0% | -542.9% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling