+71.3%
SAP vs OUST
-68.5%
+139.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.0% | +10.5% | +1.9% |
| 7D | +4.0% | -5.0% | +9.1% | +4.2% |
| 30D | +15.7% | -32.0% | +47.8% | +17.7% |
| 3M | +23.4% | -32.4% | +55.8% | +25.2% |
| 6M | +41.3% | +6.7% | +34.6% | +36.8% |
| YTD | +2.0% | +41.0% | -39.0% | -3.7% |
| 1Y | -5.1% | +18.0% | -23.1% | -9.5% |
| 3Y | +82.1% | +560.6% | -478.5% | +43.0% |
| 5Y | +77.2% | -55.1% | +132.3% | +56.3% |
| All | +71.3% | -68.5% | +139.9% | +50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling