-48.8%
SE vs OUST
+11.1%
-59.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +15.7% | -11.3% | +3.3% |
| 7D | +6.7% | -0.2% | +6.9% | +6.5% |
| 30D | -17.2% | -24.0% | +6.8% | -15.9% |
| 3M | -28.0% | -29.9% | +1.8% | -26.8% |
| 6M | -6.1% | +19.1% | -25.3% | -9.0% |
| YTD | -37.1% | +55.0% | -92.1% | -41.3% |
| 1Y | -48.8% | +21.2% | -69.9% | -50.1% |
| All | -48.8% | +11.1% | -59.8% | -50.1% |
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