+254.6%
SPOT vs OUST
+729.1%
-474.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | +1.0% | +31.9% | -30.9% | -0.3% |
| 30D | +14.6% | -4.2% | +18.8% | +14.6% |
| 3M | +18.4% | -9.3% | +27.7% | +18.3% |
| 6M | +45.1% | +51.7% | -6.6% | +36.6% |
| YTD | +4.4% | +76.6% | -72.2% | -3.8% |
| 1Y | -2.7% | +48.9% | -51.6% | -9.4% |
| 3Y | +254.6% | +675.3% | -420.7% | +202.7% |
| All | +254.6% | +729.1% | -474.5% | +202.7% |
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