+90.0%
SPYG vs OUST
+692.9%
-602.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -1.9% | +31.9% | -33.8% | -4.4% |
| 30D | -9.2% | -4.2% | -4.9% | -9.2% |
| 3M | -6.8% | -9.3% | +2.5% | -6.8% |
| 6M | -2.6% | +51.7% | -54.3% | -8.1% |
| YTD | +7.5% | +76.6% | -69.1% | -0.8% |
| 1Y | +6.7% | +48.9% | -42.2% | -0.5% |
| All | +90.0% | +692.9% | -602.9% | +55.1% |
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 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