+8.8%
SBUX vs OUST
-49.4%
+58.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.5% |
| 7D | +4.9% | +31.9% | -26.9% | +3.2% |
| 30D | +21.2% | -4.2% | +25.4% | +21.1% |
| 3M | +5.7% | -9.3% | +14.9% | +5.7% |
| 6M | +6.0% | +51.7% | -45.7% | +0.4% |
| YTD | +32.9% | +76.6% | -43.7% | +23.5% |
| 1Y | +33.3% | +48.9% | -15.6% | +25.0% |
| 3Y | +13.0% | +675.3% | -662.2% | -12.9% |
| 5Y | +8.8% | -44.0% | +52.9% | +4.9% |
| All | +8.8% | -49.4% | +58.3% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling