-78.9%
SE vs OUST
-56.4%
-22.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -9.0% | +3.3% | -4.1% |
| 7D | -1.2% | -5.0% | +3.8% | -0.5% |
| 30D | -21.7% | -32.0% | +10.4% | -16.8% |
| 3M | -34.2% | -32.4% | -1.8% | -30.5% |
| 6M | -10.5% | +6.7% | -17.2% | -17.7% |
| YTD | -40.7% | +41.0% | -81.8% | -49.7% |
| 1Y | -52.1% | +18.0% | -70.0% | -58.1% |
| 3Y | +68.9% | +560.6% | -491.8% | -27.7% |
| 5Y | -78.9% | -55.1% | -23.7% | -74.1% |
| All | -78.9% | -56.4% | -22.5% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling