+70.3%
SE vs OUST
+626.4%
-556.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +14.0% | -13.9% | -0.8% |
| 7D | +2.0% | +17.0% | -15.0% | +0.9% |
| 30D | -20.0% | -16.5% | -3.5% | -19.3% |
| 3M | -31.8% | -23.7% | -8.1% | -31.0% |
| 6M | -15.9% | +18.4% | -34.2% | -18.4% |
| YTD | -40.6% | +60.8% | -101.4% | -44.0% |
| 1Y | -50.7% | +44.2% | -94.9% | -53.2% |
| 3Y | +70.3% | +668.1% | -597.8% | +57.6% |
| All | +70.3% | +626.4% | -556.1% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling