+135.7%
SPYG vs OUST
-60.6%
+196.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -1.5% | +14.0% | -15.5% | -2.7% |
| 30D | -7.2% | +2.5% | -9.7% | -7.8% |
| 3M | -4.6% | -15.3% | +10.7% | -4.0% |
| 6M | -1.2% | +42.6% | -43.8% | -6.6% |
| YTD | +9.3% | +76.6% | -67.3% | +0.5% |
| 1Y | +8.8% | +54.1% | -45.2% | +1.0% |
| 3Y | +93.3% | +675.3% | -582.0% | +45.3% |
| 5Y | +71.7% | -45.1% | +116.8% | +50.3% |
| All | +135.7% | -60.6% | +196.3% | +109.3% |
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 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