+45.8%
SPGI vs OUST
-64.1%
+109.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +14.0% | -15.0% | -1.5% |
| 7D | +0.3% | +17.0% | -16.7% | -0.5% |
| 30D | +18.4% | -16.5% | +34.9% | +19.0% |
| 3M | +15.7% | -23.7% | +39.4% | +16.5% |
| 6M | +17.3% | +18.4% | -1.1% | +13.4% |
| YTD | -4.7% | +60.8% | -65.5% | -10.0% |
| 1Y | +1.8% | +44.2% | -42.4% | -3.4% |
| 3Y | +31.7% | +668.1% | -636.4% | +5.7% |
| 5Y | +12.1% | -48.8% | +60.9% | -4.2% |
| All | +45.8% | -64.1% | +109.9% | +25.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling