+105.6%
SCCO vs OUST
+33.5%
+72.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.6% |
| 7D | -5.3% | +5.2% | -10.5% | -6.0% |
| 30D | +0.9% | -19.3% | +20.2% | +3.7% |
| 3M | +2.4% | -22.6% | +25.0% | +3.4% |
| 6M | -2.4% | +62.8% | -65.1% | -13.4% |
| YTD | +42.4% | +68.3% | -25.9% | +24.4% |
| 1Y | +105.6% | +28.5% | +77.1% | +82.7% |
| All | +105.6% | +33.5% | +72.2% | +82.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling