+34.1%
SBUX vs OUST
-64.1%
+98.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +14.0% | -14.7% | -1.4% |
| 7D | +1.7% | +17.0% | -15.3% | +0.7% |
| 30D | +12.6% | -16.5% | +29.1% | +13.4% |
| 3M | +0.8% | -23.7% | +24.5% | +1.8% |
| 6M | +0.2% | +18.4% | -18.2% | -3.3% |
| YTD | +27.4% | +60.8% | -33.3% | +19.9% |
| 1Y | +31.5% | +44.2% | -12.7% | +24.2% |
| 3Y | +9.3% | +668.1% | -658.8% | -13.0% |
| 5Y | +1.5% | -48.8% | +50.3% | -9.3% |
| All | +34.1% | -64.1% | +98.2% | +20.2% |
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