-45.9%
SMR vs OUST
+13.4%
-59.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +10.8% | -3.8% | +3.5% |
| 7D | +1.7% | +36.7% | -35.0% | -8.5% |
| 30D | -24.4% | -3.3% | -21.1% | -23.9% |
| 3M | -44.6% | -11.1% | -33.5% | -43.1% |
| 6M | -56.7% | +53.1% | -109.7% | -64.3% |
| YTD | -61.6% | +78.2% | -139.8% | -70.0% |
| 1Y | -82.1% | +50.0% | -132.1% | -85.1% |
| 3Y | +161.5% | +836.2% | -674.6% | +32.5% |
| All | -45.9% | +13.4% | -59.4% | -71.1% |
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 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