+32.1%
SOLS vs OUST
+19.4%
+12.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.2% | +3.6% |
| 7D | +0.3% | +5.2% | -4.9% | -0.5% |
| 30D | +2.1% | -19.3% | +21.4% | +5.3% |
| 3M | -24.1% | -22.6% | -1.5% | -22.4% |
| 6M | -15.0% | +62.8% | -77.7% | -19.7% |
| YTD | +31.6% | +68.3% | -36.7% | +24.2% |
| All | +32.1% | +19.4% | +12.6% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling