+260.6%
SPOT vs OUST
+626.4%
-365.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +14.0% | -15.9% | -2.5% |
| 7D | +1.6% | +17.0% | -15.4% | +0.8% |
| 30D | +17.6% | -16.5% | +34.1% | +18.3% |
| 3M | +26.9% | -23.7% | +50.6% | +27.9% |
| 6M | +41.8% | +18.4% | +23.4% | +35.6% |
| YTD | +3.8% | +60.8% | -57.0% | -3.8% |
| 1Y | -2.5% | +44.2% | -46.7% | -9.1% |
| 3Y | +260.6% | +668.1% | -407.5% | +210.7% |
| All | +260.6% | +626.4% | -365.8% | +210.7% |
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 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