+140.2%
SPY vs OUST
-62.4%
+202.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.5% |
| 7D | +0.1% | +5.2% | -5.1% | -0.2% |
| 30D | +0.1% | -19.3% | +19.3% | +1.3% |
| 3M | +2.0% | -22.6% | +24.6% | +2.4% |
| 6M | +13.0% | +62.8% | -49.8% | +6.9% |
| YTD | +13.5% | +68.3% | -54.8% | +6.8% |
| 1Y | +20.0% | +28.5% | -8.6% | +13.8% |
| 3Y | +77.2% | +554.0% | -476.9% | +42.1% |
| 5Y | +81.9% | -56.2% | +138.1% | +62.5% |
| All | +140.2% | -62.4% | +202.6% | +115.7% |
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