-79.9%
SMR vs OUST
+40.1%
-120.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.5% | +5.2% | +1.1% |
| 7D | -8.3% | -3.8% | -4.5% | -6.5% |
| 30D | -20.1% | +5.1% | -25.1% | -22.9% |
| 3M | -52.7% | -25.8% | -26.9% | -46.4% |
| 6M | -61.0% | -2.0% | -59.0% | -66.3% |
| YTD | -67.1% | +54.7% | -121.8% | -82.3% |
| 1Y | -79.9% | +48.8% | -128.7% | -88.8% |
| All | -79.9% | +40.1% | -120.0% | -88.8% |
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 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