+122.6%
SLV vs OUST
+537.2%
-414.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.0% | +8.5% | +0.2% |
| 7D | -0.7% | -5.0% | +4.3% | -0.4% |
| 30D | -15.4% | -32.0% | +16.7% | -13.1% |
| 3M | -16.3% | -32.4% | +16.1% | -14.3% |
| 6M | -28.8% | +6.7% | -35.5% | -30.2% |
| YTD | -27.1% | +41.0% | -68.2% | -30.0% |
| 1Y | +7.5% | +18.0% | -10.5% | +3.9% |
| All | +122.6% | +537.2% | -414.5% | +93.2% |
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 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 · 6 months rolling