-53.4%
SE vs OUST
-65.4%
+12.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +15.7% | -11.3% | +1.7% |
| 7D | +6.7% | -0.2% | +6.9% | +6.5% |
| 30D | -17.2% | -24.0% | +6.8% | -13.7% |
| 3M | -28.0% | -29.9% | +1.8% | -24.5% |
| 6M | -6.1% | +19.1% | -25.3% | -15.6% |
| YTD | -37.1% | +55.0% | -92.1% | -47.7% |
| 1Y | -48.8% | +21.2% | -69.9% | -55.5% |
| 3Y | +79.0% | +626.0% | -546.9% | -22.8% |
| 5Y | -77.5% | -51.6% | -25.9% | -80.4% |
| All | -53.4% | -65.4% | +12.0% | -54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling