+142.5%
SPOT vs OUST
-60.6%
+203.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | +1.0% | +31.9% | -30.9% | -2.4% |
| 30D | +14.6% | -4.2% | +18.8% | +14.2% |
| 3M | +18.4% | -9.3% | +27.7% | +17.9% |
| 6M | +45.1% | +51.7% | -6.6% | +29.3% |
| YTD | +4.4% | +76.6% | -72.2% | -10.7% |
| 1Y | -2.7% | +48.9% | -51.6% | -15.1% |
| 3Y | +254.6% | +675.3% | -420.7% | +103.3% |
| 5Y | +124.8% | -44.0% | +168.8% | +93.1% |
| All | +142.5% | -60.6% | +203.1% | +138.7% |
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