+38.2%
SPGI vs OUST
-62.4%
+100.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.2% | -1.6% |
| 7D | +0.1% | +5.2% | -5.1% | -0.1% |
| 30D | +8.4% | -19.3% | +27.7% | +9.3% |
| 3M | +11.8% | -22.6% | +34.5% | +11.7% |
| 6M | +5.7% | +62.8% | -57.1% | +0.5% |
| YTD | -9.7% | +68.3% | -78.0% | -14.5% |
| 1Y | -12.5% | +28.5% | -41.0% | -16.6% |
| 3Y | +21.8% | +554.0% | -532.2% | -1.0% |
| 5Y | +8.2% | -56.2% | +64.4% | -7.5% |
| All | +38.2% | -62.4% | +100.6% | +18.9% |
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