+240.5%
SPOT vs OUST
+554.0%
-313.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.8% | -3.3% |
| 7D | -0.9% | +5.2% | -6.2% | -1.2% |
| 30D | +12.5% | -19.3% | +31.7% | +13.6% |
| 3M | +9.9% | -22.6% | +32.5% | +9.7% |
| 6M | +1.6% | +62.8% | -61.2% | -5.1% |
| YTD | -6.6% | +68.3% | -74.9% | -13.4% |
| 1Y | -22.9% | +28.5% | -51.5% | -27.8% |
| All | +240.5% | +554.0% | -313.6% | +183.7% |
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