-48.4%
SOUN vs OUST
+14.1%
-62.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.2% |
| 7D | -6.1% | +31.9% | -38.0% | -14.9% |
| 30D | -28.2% | -4.2% | -24.0% | -28.4% |
| 3M | -48.1% | -9.3% | -38.8% | -48.2% |
| 6M | -56.4% | +51.7% | -108.1% | -66.3% |
| YTD | -61.2% | +76.6% | -137.8% | -72.2% |
| 1Y | -73.1% | +48.9% | -122.0% | -79.6% |
| 3Y | +116.2% | +675.3% | -559.1% | -11.7% |
| All | -48.4% | +14.1% | -62.5% | -36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling