+33.8%
SOLS vs OUST
+22.9%
+10.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.7% | +0.8% |
| 7D | +4.5% | +12.7% | -8.2% | +2.6% |
| 30D | +6.0% | -13.6% | +19.6% | +8.2% |
| 3M | -19.7% | -8.3% | -11.4% | -19.3% |
| 6M | -10.4% | +85.0% | -95.3% | -15.9% |
| YTD | +33.3% | +73.2% | -40.0% | +25.2% |
| All | +33.8% | +22.9% | +10.8% | +26.0% |
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 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