+16.3%
SBUX vs OUST
+554.0%
-537.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.4% |
| 7D | -3.1% | +5.2% | -8.4% | -3.4% |
| 30D | -0.9% | -19.3% | +18.4% | 0.0% |
| 3M | +11.6% | -22.6% | +34.2% | +11.7% |
| 6M | +8.8% | +62.8% | -54.0% | +3.1% |
| YTD | +26.3% | +68.3% | -42.0% | +19.1% |
| 1Y | +23.1% | +28.5% | -5.4% | +16.9% |
| All | +16.3% | +554.0% | -537.7% | -14.9% |
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