+87.6%
SO vs OUST
-62.4%
+150.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.7% |
| 7D | -0.2% | +5.2% | -5.4% | -0.1% |
| 30D | -4.6% | -19.3% | +14.7% | -4.7% |
| 3M | -3.0% | -22.6% | +19.6% | -3.1% |
| 6M | -8.3% | +62.8% | -71.0% | -8.1% |
| YTD | +3.5% | +68.3% | -64.8% | +3.7% |
| 1Y | -0.9% | +28.5% | -29.5% | -0.8% |
| 3Y | +45.4% | +554.0% | -508.7% | +44.5% |
| 5Y | +59.6% | -56.2% | +115.8% | +54.5% |
| All | +87.6% | -62.4% | +150.0% | +82.8% |
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