-34.9%
SE vs OUST
-62.4%
+27.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.2% |
| 7D | -6.1% | +5.2% | -11.3% | -7.0% |
| 30D | -2.5% | -19.3% | +16.8% | +1.0% |
| 3M | +21.7% | -22.6% | +44.4% | +22.5% |
| 6M | +27.0% | +62.8% | -35.8% | +7.7% |
| YTD | -12.1% | +68.3% | -80.5% | -27.1% |
| 1Y | -40.9% | +28.5% | -69.5% | -49.8% |
| 3Y | +191.0% | +554.0% | -363.0% | +31.5% |
| 5Y | -68.3% | -56.2% | -12.1% | -71.4% |
| All | -34.9% | -62.4% | +27.6% | -36.7% |
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