-3.6%
SMR vs OUST
+7.1%
-10.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.1% |
| 7D | +4.4% | +5.2% | -0.8% | +2.7% |
| 30D | +3.4% | -19.3% | +22.7% | +10.2% |
| 3M | -19.2% | -22.6% | +3.5% | -15.4% |
| 6M | -22.6% | +62.8% | -85.4% | -37.7% |
| YTD | -31.5% | +68.3% | -99.9% | -45.1% |
| 1Y | -73.1% | +28.5% | -101.6% | -76.6% |
| 3Y | +55.0% | +554.0% | -499.1% | -17.1% |
| All | -3.6% | +7.1% | -10.7% | -47.2% |
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 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