+229.8%
SOXX vs OUST
+614.8%
-385.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +1.3% |
| 7D | +6.1% | +4.0% | +2.0% | +5.3% |
| 30D | +0.5% | -14.0% | +14.5% | +2.9% |
| 3M | -5.3% | -5.9% | +0.6% | -5.7% |
| 6M | +58.3% | +76.4% | -18.0% | +41.9% |
| YTD | +76.8% | +67.5% | +9.4% | +58.5% |
| 1Y | +114.6% | +27.1% | +87.5% | +96.4% |
| All | +229.8% | +614.8% | -385.0% | +114.2% |
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 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