-8.4%
SKDD vs OUST
-19.3%
+10.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -8.5% | +17.3% | -0.1% |
| 7D | -11.6% | -3.8% | -7.8% | -13.1% |
| 30D | -2.7% | +5.1% | -7.8% | +11.5% |
| 3M | +1.3% | -25.8% | +27.1% | -16.8% |
| All | -8.4% | -19.3% | +10.9% | +6.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling