+120.2%
SPOT vs OUST
-45.2%
+165.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -3.0% | +14.0% | -16.9% | -4.6% |
| 30D | +15.2% | +2.5% | +12.6% | +14.0% |
| 3M | +21.6% | -15.3% | +36.9% | +22.1% |
| 6M | +45.2% | +42.6% | +2.6% | +30.3% |
| YTD | +4.9% | +76.6% | -71.7% | -10.6% |
| 1Y | -4.8% | +54.1% | -58.8% | -17.5% |
| 3Y | +256.3% | +675.3% | -419.0% | +97.8% |
| 5Y | +120.2% | -45.1% | +165.3% | +145.1% |
| All | +120.2% | -45.2% | +165.4% | +145.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling