-39.4%
SIRI vs OUST
-62.4%
+23.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.7% |
| 7D | +1.6% | +5.2% | -3.7% | +1.2% |
| 30D | -4.7% | -19.3% | +14.5% | -3.4% |
| 3M | +5.3% | -22.6% | +27.9% | +5.6% |
| 6M | +30.5% | +62.8% | -32.3% | +22.6% |
| YTD | +49.6% | +68.3% | -18.7% | +39.6% |
| 1Y | +28.5% | +28.5% | 0.0% | +21.0% |
| 3Y | -27.5% | +554.0% | -581.5% | -41.5% |
| 5Y | -44.7% | -56.2% | +11.6% | -51.7% |
| All | -39.4% | -62.4% | +23.0% | -46.5% |
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