+55.7%
SOXX vs OUST
+46.4%
+9.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +4.0% | +1.0% |
| 7D | +17.5% | +19.9% | -2.4% | +11.2% |
| 30D | -14.5% | +3.6% | -18.1% | -16.0% |
| 3M | -14.9% | -20.6% | +5.8% | -10.7% |
| 6M | -9.8% | +35.1% | -44.8% | -19.1% |
| YTD | +54.7% | +69.1% | -14.5% | +25.4% |
| 1Y | +55.7% | +49.9% | +5.7% | +30.3% |
| All | +55.7% | +46.4% | +9.3% | +30.3% |
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 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