+96.6%
SO vs OUST
-64.1%
+160.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +14.0% | -15.1% | -1.0% |
| 7D | -1.5% | +17.0% | -18.5% | -1.3% |
| 30D | +8.1% | -16.5% | +24.6% | +8.0% |
| 3M | +0.2% | -23.7% | +23.9% | +0.2% |
| 6M | +0.4% | +18.4% | -18.0% | +0.5% |
| YTD | +8.5% | +60.8% | -52.3% | +8.7% |
| 1Y | +4.9% | +44.2% | -39.3% | +5.1% |
| 3Y | +47.9% | +668.1% | -620.2% | +47.2% |
| 5Y | +75.7% | -48.8% | +124.5% | +70.7% |
| All | +96.6% | -64.1% | +160.7% | +91.7% |
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