-56.2%
SE vs OUST
-65.5%
+9.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.5% | +9.7% | +2.6% |
| 7D | -0.5% | -3.8% | +3.3% | 0.0% |
| 30D | -20.9% | +5.1% | -26.0% | -22.3% |
| 3M | -38.9% | -25.8% | -13.1% | -36.7% |
| 6M | -19.4% | -2.0% | -17.4% | -24.2% |
| YTD | -40.9% | +54.7% | -95.6% | -51.0% |
| 1Y | -46.2% | +48.8% | -95.0% | -55.2% |
| 3Y | +63.7% | +607.8% | -544.1% | -28.7% |
| 5Y | -77.9% | -52.7% | -25.2% | -80.6% |
| All | -56.2% | -65.5% | +9.3% | -57.4% |
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