+250.2%
SCCO vs OUST
-53.0%
+303.2%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.5% | +6.1% | -1.5% |
| 7D | -1.9% | -3.8% | +1.9% | -1.5% |
| 30D | -17.4% | +5.1% | -22.5% | -18.1% |
| 3M | -11.7% | -25.8% | +14.2% | -9.4% |
| 6M | -12.1% | -2.0% | -10.1% | -14.1% |
| YTD | +20.9% | +54.7% | -33.8% | +11.4% |
| 1Y | +31.3% | +48.8% | -17.5% | +21.3% |
| 3Y | +170.3% | +607.8% | -437.5% | +97.5% |
| All | +250.2% | -53.0% | +303.2% | +192.7% |
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 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