+117.0%
SPOT vs OUST
-62.4%
+179.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.8% | -3.4% |
| 7D | -0.9% | +5.2% | -6.2% | -1.6% |
| 30D | +12.5% | -19.3% | +31.7% | +14.9% |
| 3M | +9.9% | -22.6% | +32.5% | +9.6% |
| 6M | +1.6% | +62.8% | -61.2% | -10.3% |
| YTD | -6.6% | +68.3% | -74.9% | -18.6% |
| 1Y | -22.9% | +28.5% | -51.5% | -31.7% |
| 3Y | +244.3% | +554.0% | -309.8% | +103.8% |
| 5Y | +117.8% | -56.2% | +174.0% | +94.3% |
| All | +117.0% | -62.4% | +179.4% | +117.5% |
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