+461.9%
SCCO vs OUST
-62.4%
+524.4%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.6% |
| 7D | -5.3% | +5.2% | -10.5% | -5.8% |
| 30D | +2.7% | -19.3% | +21.9% | +4.7% |
| 3M | +4.2% | -22.6% | +26.8% | +5.1% |
| 6M | -0.6% | +62.8% | -63.4% | -7.9% |
| YTD | +45.0% | +68.3% | -23.4% | +33.4% |
| 1Y | +109.3% | +28.5% | +80.8% | +94.8% |
| 3Y | +180.8% | +554.0% | -373.3% | +108.2% |
| 5Y | +314.3% | -56.2% | +370.5% | +254.3% |
| All | +461.9% | -62.4% | +524.4% | +396.3% |
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