-71.2%
SOUN vs OUST
+50.6%
-121.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.2% |
| 7D | -6.1% | +31.9% | -38.0% | -13.7% |
| 30D | -28.2% | -4.2% | -24.0% | -28.2% |
| 3M | -48.1% | -9.3% | -38.8% | -48.1% |
| 6M | -56.4% | +51.7% | -108.1% | -67.7% |
| YTD | -61.2% | +76.6% | -137.8% | -76.0% |
| All | -71.2% | +50.6% | -121.8% | -80.8% |
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