+67.6%
SPY vs OUST
-49.1%
+116.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +14.0% | -13.7% | -0.7% |
| 7D | -2.7% | +17.0% | -19.7% | -3.9% |
| 30D | -5.4% | -16.5% | +11.1% | -4.5% |
| 3M | -4.1% | -23.7% | +19.6% | -2.9% |
| 6M | +0.7% | +18.4% | -17.7% | -3.1% |
| YTD | +8.7% | +60.8% | -52.1% | +1.5% |
| 1Y | +10.9% | +44.2% | -33.3% | +4.1% |
| 3Y | +75.0% | +668.1% | -593.1% | +34.4% |
| All | +67.6% | -49.1% | +116.7% | +58.3% |
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