+96.9%
SO vs OUST
-62.3%
+159.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.8% | -1.5% |
| 7D | -0.9% | +19.9% | -20.9% | -0.8% |
| 30D | +4.9% | +3.6% | +1.4% | +5.0% |
| 3M | +0.8% | -20.6% | +21.4% | +0.7% |
| 6M | +0.6% | +35.1% | -34.5% | +0.8% |
| YTD | +8.7% | +69.1% | -60.5% | +8.9% |
| 1Y | +4.0% | +49.9% | -46.0% | +4.2% |
| 3Y | +50.6% | +642.4% | -591.8% | +49.9% |
| 5Y | +77.5% | -48.3% | +125.8% | +72.4% |
| All | +96.9% | -62.3% | +159.1% | +92.0% |
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