+36.4%
SBUX vs OUST
-62.3%
+98.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.8% | -2.2% |
| 7D | +1.0% | +19.9% | -18.9% | 0.0% |
| 30D | +16.6% | +3.6% | +13.0% | +16.1% |
| 3M | -0.6% | -20.6% | +20.1% | +0.2% |
| 6M | +1.8% | +35.1% | -33.2% | -2.4% |
| YTD | +29.7% | +69.1% | -39.4% | +21.6% |
| 1Y | +26.1% | +49.9% | -23.9% | +18.9% |
| 3Y | +10.3% | +642.4% | -632.1% | -11.9% |
| 5Y | +7.6% | -48.3% | +55.9% | -4.0% |
| All | +36.4% | -62.3% | +98.7% | +22.0% |
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