+130.9%
SOUN vs OUST
+626.4%
-495.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +14.0% | -17.5% | -8.4% |
| 7D | -2.6% | +17.0% | -19.6% | -8.8% |
| 30D | -27.0% | -16.5% | -10.5% | -23.4% |
| 3M | -41.9% | -23.7% | -18.3% | -38.4% |
| 6M | -56.1% | +18.4% | -74.5% | -64.7% |
| YTD | -58.8% | +60.8% | -119.6% | -71.3% |
| 1Y | -71.1% | +44.2% | -115.3% | -79.1% |
| 3Y | +130.9% | +668.1% | -537.2% | -20.0% |
| All | +130.9% | +626.4% | -495.5% | -20.0% |
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 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