+129.8%
SPY vs OUST
-64.1%
+194.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +14.0% | -13.7% | -0.6% |
| 7D | -2.7% | +17.0% | -19.7% | -3.9% |
| 30D | -5.4% | -16.5% | +11.1% | -4.6% |
| 3M | -4.1% | -23.7% | +19.6% | -2.9% |
| 6M | +0.7% | +18.4% | -17.7% | -2.7% |
| YTD | +8.7% | +60.8% | -52.1% | +2.1% |
| 1Y | +10.9% | +44.2% | -33.3% | +4.7% |
| 3Y | +75.0% | +668.1% | -593.1% | +38.4% |
| 5Y | +67.8% | -48.8% | +116.6% | +48.9% |
| All | +129.8% | -64.1% | +194.0% | +106.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling