-63.5%
SKUU vs OUST
-11.8%
-51.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.2% | -2.1% | -2.0% |
| 7D | +22.4% | +19.9% | +2.5% | +0.5% |
| 30D | -30.4% | +3.6% | -34.0% | -32.0% |
| 3M | -33.8% | -20.6% | -13.2% | -13.2% |
| All | -63.5% | -11.8% | -51.7% | -56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling