-47.9%
SOUN vs OUST
+14.1%
-62.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -9.5% | +14.0% | -23.4% | -13.9% |
| 30D | -21.3% | +2.5% | -23.9% | -23.2% |
| 3M | -47.2% | -15.3% | -31.9% | -46.1% |
| 6M | -53.7% | +42.6% | -96.3% | -63.4% |
| YTD | -60.8% | +76.6% | -137.4% | -71.9% |
| 1Y | -70.9% | +54.1% | -125.0% | -78.2% |
| 3Y | +118.4% | +675.3% | -556.8% | -10.8% |
| All | -47.9% | +14.1% | -62.0% | -35.3% |
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