+106.9%
SLV vs OUST
-49.1%
+156.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +14.0% | -14.1% | -0.9% |
| 7D | +5.1% | +17.0% | -11.9% | +4.1% |
| 30D | -12.9% | -16.5% | +3.6% | -12.3% |
| 3M | -16.1% | -23.7% | +7.6% | -15.2% |
| 6M | -33.2% | +18.4% | -51.5% | -34.5% |
| YTD | -27.2% | +60.8% | -88.0% | -29.8% |
| 1Y | +7.6% | +44.2% | -36.6% | +4.1% |
| 3Y | +122.3% | +668.1% | -545.8% | +99.1% |
| All | +106.9% | -49.1% | +156.0% | +82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling