+100.2%
SLV vs OUST
-64.1%
+164.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +14.0% | -14.1% | -0.8% |
| 7D | +5.1% | +17.0% | -11.9% | +4.2% |
| 30D | -12.9% | -16.5% | +3.6% | -12.4% |
| 3M | -16.1% | -23.7% | +7.6% | -15.3% |
| 6M | -33.2% | +18.4% | -51.5% | -34.3% |
| YTD | -27.2% | +60.8% | -88.0% | -29.5% |
| 1Y | +7.6% | +44.2% | -36.6% | +4.5% |
| 3Y | +122.3% | +668.1% | -545.8% | +102.6% |
| 5Y | +109.7% | -48.8% | +158.5% | +91.7% |
| All | +100.2% | -64.1% | +164.3% | +85.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling