+47.2%
SPGI vs OUST
-68.5%
+115.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -9.0% | +7.1% | -1.6% |
| 7D | +2.6% | -5.0% | +7.6% | +2.7% |
| 30D | +19.3% | -32.0% | +51.3% | +20.9% |
| 3M | +15.5% | -32.4% | +47.8% | +16.9% |
| 6M | +18.3% | +6.7% | +11.6% | +15.0% |
| YTD | -3.8% | +41.0% | -44.8% | -8.5% |
| 1Y | +1.3% | +18.0% | -16.6% | -2.9% |
| 3Y | +33.6% | +560.6% | -527.0% | +8.0% |
| 5Y | +13.2% | -55.1% | +68.3% | -2.7% |
| All | +47.2% | -68.5% | +115.7% | +27.2% |
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 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