-15.8%
SKDD vs OUST
-11.8%
-4.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.2% | +10.4% | +1.8% |
| 7D | -24.2% | +19.9% | -44.1% | -6.2% |
| 30D | +0.1% | +3.6% | -3.5% | +12.7% |
| 3M | -20.8% | -20.6% | -0.1% | -31.6% |
| All | -15.8% | -11.8% | -4.0% | +6.2% |
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 · Available span rolling