+257.9%
SPOT vs OUST
+594.6%
-336.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -8.5% | +10.9% | +2.7% |
| 7D | +1.6% | -3.8% | +5.4% | +1.7% |
| 30D | +16.9% | +5.1% | +11.9% | +16.3% |
| 3M | +23.0% | -25.8% | +48.8% | +24.1% |
| 6M | +42.2% | -2.0% | +44.2% | +38.0% |
| YTD | +5.5% | +54.7% | -49.2% | -2.3% |
| 1Y | -5.1% | +48.8% | -53.9% | -11.9% |
| 3Y | +257.9% | +607.8% | -349.9% | +208.5% |
| All | +257.9% | +594.6% | -336.7% | +208.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling