-71.4%
SOUN vs OUST
+40.1%
-111.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -8.5% | +5.5% | -0.8% |
| 7D | -15.1% | -3.8% | -11.3% | -14.4% |
| 30D | -23.0% | +5.1% | -28.0% | -25.0% |
| 3M | -53.3% | -25.8% | -27.5% | -50.6% |
| 6M | -58.6% | -2.0% | -56.5% | -63.0% |
| YTD | -65.0% | +54.7% | -119.7% | -77.4% |
| 1Y | -71.4% | +48.8% | -120.2% | -81.2% |
| All | -71.4% | +40.1% | -111.6% | -81.2% |
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