+47.9%
SO vs OUST
+626.4%
-578.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +14.0% | -15.1% | -0.9% |
| 7D | -1.5% | +17.0% | -18.5% | -1.2% |
| 30D | +8.1% | -16.5% | +24.6% | +8.0% |
| 3M | +0.2% | -23.7% | +23.9% | +0.1% |
| 6M | +0.4% | +18.4% | -18.0% | +0.7% |
| YTD | +8.5% | +60.8% | -52.3% | +9.0% |
| 1Y | +4.9% | +44.2% | -39.3% | +5.4% |
| 3Y | +47.9% | +668.1% | -620.2% | +42.1% |
| All | +47.9% | +626.4% | -578.5% | +42.1% |
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 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