-54.7%
SE vs OUST
-60.2%
+5.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.8% | -7.9% | +1.0% |
| 7D | +3.3% | +36.7% | -33.4% | -2.6% |
| 30D | -18.2% | -3.3% | -14.8% | -18.4% |
| 3M | -31.3% | -11.1% | -20.1% | -30.9% |
| 6M | -10.1% | +53.1% | -63.2% | -22.8% |
| YTD | -38.9% | +78.2% | -117.1% | -50.5% |
| 1Y | -48.0% | +50.0% | -98.0% | -56.6% |
| 3Y | +78.8% | +836.2% | -757.4% | -27.6% |
| 5Y | -77.1% | -50.0% | -27.2% | -80.1% |
| All | -54.7% | -60.2% | +5.5% | -57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling