+161.5%
SMR vs OUST
+794.9%
-633.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +10.8% | -3.8% | +2.2% |
| 7D | +1.7% | +36.7% | -35.0% | -11.9% |
| 30D | -24.4% | -3.3% | -21.1% | -23.9% |
| 3M | -44.6% | -11.1% | -33.5% | -42.8% |
| 6M | -56.7% | +53.1% | -109.7% | -67.8% |
| YTD | -61.6% | +78.2% | -139.8% | -73.7% |
| 1Y | -82.1% | +50.0% | -132.1% | -86.6% |
| 3Y | +161.5% | +836.2% | -674.6% | -28.2% |
| All | +161.5% | +794.9% | -633.4% | -28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling