+98.7%
SO vs OUST
-68.5%
+167.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.0% | +9.2% | +0.2% |
| 7D | +0.4% | -5.0% | +5.4% | +0.4% |
| 30D | +9.2% | -32.0% | +41.3% | +9.1% |
| 3M | +1.1% | -32.4% | +33.4% | +0.9% |
| 6M | -1.1% | +6.7% | -7.8% | -1.0% |
| YTD | +9.7% | +41.0% | -31.4% | +9.8% |
| 1Y | +5.5% | +18.0% | -12.5% | +5.6% |
| 3Y | +47.0% | +560.6% | -513.6% | +46.2% |
| 5Y | +77.6% | -55.1% | +132.7% | +72.4% |
| All | +98.7% | -68.5% | +167.2% | +93.5% |
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