-56.7%
SE vs OUST
-62.3%
+5.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +5.0% | +1.5% |
| 7D | -1.5% | +19.9% | -21.4% | -4.9% |
| 30D | -22.3% | +3.6% | -25.9% | -23.5% |
| 3M | -41.8% | -20.6% | -21.2% | -40.4% |
| 6M | -22.4% | +35.1% | -57.4% | -31.7% |
| YTD | -41.6% | +69.1% | -110.7% | -52.3% |
| 1Y | -48.0% | +49.9% | -98.0% | -56.7% |
| 3Y | +63.9% | +642.4% | -578.5% | -28.8% |
| 5Y | -78.2% | -48.3% | -29.9% | -81.1% |
| All | -56.7% | -62.3% | +5.6% | -58.5% |
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