+77.7%
SPY vs OUST
+594.6%
-516.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.5% | +8.2% | +0.2% |
| 7D | +2.6% | -3.8% | +6.4% | +2.8% |
| 30D | -2.0% | +5.1% | -7.0% | -2.6% |
| 3M | -2.8% | -25.8% | +23.0% | -1.5% |
| 6M | +2.1% | -2.0% | +4.2% | +0.3% |
| YTD | +11.5% | +54.7% | -43.2% | +5.2% |
| 1Y | +13.5% | +48.8% | -35.3% | +7.2% |
| 3Y | +77.7% | +607.8% | -530.1% | +48.0% |
| All | +77.7% | +594.6% | -516.9% | +48.0% |
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