-85.6%
SMR vs OUST
+11.1%
-96.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +15.7% | -20.2% | -12.2% |
| 7D | -9.5% | -0.2% | -9.3% | -10.5% |
| 30D | -33.2% | -24.0% | -9.2% | -24.4% |
| 3M | -45.9% | -29.9% | -16.1% | -37.4% |
| 6M | -57.9% | +19.1% | -77.0% | -69.1% |
| YTD | -63.8% | +55.0% | -118.8% | -80.1% |
| 1Y | -85.6% | +21.2% | -106.8% | -90.1% |
| All | -85.6% | +11.1% | -96.7% | -90.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling