+145.8%
SPOT vs OUST
-68.5%
+214.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.0% | +6.9% | -1.1% |
| 7D | +10.3% | -5.0% | +15.3% | +10.7% |
| 30D | +25.9% | -32.0% | +57.9% | +30.7% |
| 3M | +27.4% | -32.4% | +59.8% | +31.4% |
| 6M | +46.5% | +6.7% | +39.7% | +36.1% |
| YTD | +5.8% | +41.0% | -35.2% | -7.0% |
| 1Y | -0.9% | +18.0% | -18.9% | -11.1% |
| 3Y | +261.5% | +560.6% | -299.1% | +109.5% |
| 5Y | +112.6% | -55.1% | +167.7% | +87.4% |
| All | +145.8% | -68.5% | +214.3% | +148.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling