-49.5%
SMR vs OUST
+2.3%
-51.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +14.0% | +2.2% | +11.6% |
| 7D | -9.6% | +17.0% | -26.6% | -14.3% |
| 30D | -33.8% | -16.5% | -17.3% | -30.0% |
| 3M | -46.4% | -23.7% | -22.7% | -42.1% |
| 6M | -62.4% | +18.4% | -80.8% | -66.4% |
| YTD | -64.1% | +60.8% | -124.9% | -71.0% |
| 1Y | -84.3% | +44.2% | -128.5% | -86.8% |
| 3Y | +55.8% | +668.1% | -612.3% | -17.2% |
| All | -49.5% | +2.3% | -51.8% | -72.1% |
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 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