-22.9%
SPOT vs OUST
+33.5%
-56.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.8% | -3.2% |
| 7D | -0.9% | +5.2% | -6.2% | -1.0% |
| 30D | +12.5% | -19.3% | +31.7% | +12.8% |
| 3M | +9.9% | -22.6% | +32.5% | +9.4% |
| 6M | +1.6% | +62.8% | -61.2% | -4.2% |
| YTD | -6.6% | +68.3% | -74.9% | -13.0% |
| 1Y | -22.9% | +28.5% | -51.5% | -28.2% |
| All | -22.9% | +33.5% | -56.4% | -28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling