+155.5%
SLV vs OUST
-62.4%
+218.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.3% |
| 7D | -0.3% | +5.2% | -5.6% | -0.6% |
| 30D | +6.7% | -19.3% | +25.9% | +7.6% |
| 3M | -10.7% | -22.6% | +11.9% | -10.4% |
| 6M | -20.6% | +62.8% | -83.4% | -22.9% |
| YTD | -7.1% | +68.3% | -75.5% | -10.0% |
| 1Y | +62.0% | +28.5% | +33.4% | +57.4% |
| 3Y | +169.8% | +554.0% | -384.2% | +146.6% |
| 5Y | +161.5% | -56.2% | +217.7% | +138.9% |
| All | +155.5% | -62.4% | +218.0% | +137.3% |
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 · 6 months rolling