+20.2%
SOLS vs OUST
+14.1%
+6.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +14.0% | -8.6% | +3.2% |
| 7D | -4.2% | +17.0% | -21.2% | -6.9% |
| 30D | -3.9% | -16.5% | +12.6% | -1.8% |
| 3M | -6.6% | -23.7% | +17.1% | -3.7% |
| 6M | -29.1% | +18.4% | -47.5% | -31.3% |
| YTD | +19.8% | +60.8% | -41.0% | +12.8% |
| 1Y | +29.2% | +44.2% | -15.0% | +21.6% |
| All | +20.2% | +14.1% | +6.1% | +13.5% |
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 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