+319.1%
SPG vs OUST
-62.4%
+381.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.1% |
| 7D | -2.4% | +5.2% | -7.6% | -2.7% |
| 30D | -6.8% | -19.3% | +12.4% | -5.8% |
| 3M | +2.7% | -22.6% | +25.3% | +2.7% |
| 6M | +5.5% | +62.8% | -57.3% | -0.8% |
| YTD | +15.7% | +68.3% | -52.6% | +8.1% |
| 1Y | +20.9% | +28.5% | -7.7% | +13.8% |
| 3Y | +112.4% | +554.0% | -441.7% | +61.2% |
| 5Y | +101.4% | -56.2% | +157.6% | +84.3% |
| All | +319.1% | -62.4% | +381.5% | +279.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling