+68.9%
SAP vs OUST
-65.4%
+134.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +15.7% | -11.5% | +3.4% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | +15.5% | -24.0% | +39.5% | +16.9% |
| 3M | +22.8% | -29.9% | +52.7% | +24.4% |
| 6M | +42.5% | +19.1% | +23.3% | +37.2% |
| YTD | +0.5% | +55.0% | -54.5% | -5.5% |
| 1Y | -5.9% | +21.2% | -27.1% | -10.3% |
| 3Y | +79.5% | +626.0% | -546.4% | +40.4% |
| 5Y | +75.3% | -51.6% | +126.9% | +54.1% |
| All | +68.9% | -65.4% | +134.3% | +47.7% |
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