+132.9%
SPYG vs OUST
-65.5%
+198.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.5% | +7.6% | -0.2% |
| 7D | +2.3% | -3.8% | +6.1% | +2.6% |
| 30D | -6.5% | +5.1% | -11.5% | -7.2% |
| 3M | -6.8% | -25.8% | +19.0% | -5.1% |
| 6M | -3.1% | -2.0% | -1.1% | -5.3% |
| YTD | +8.0% | +54.7% | -46.7% | +0.4% |
| 1Y | +10.2% | +48.8% | -38.6% | +2.6% |
| 3Y | +91.0% | +607.8% | -516.8% | +44.7% |
| 5Y | +67.7% | -52.7% | +120.5% | +48.6% |
| All | +132.9% | -65.5% | +198.4% | +109.1% |
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