+84.6%
SPYG vs OUST
-52.5%
+137.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -0.8% |
| 7D | +1.2% | +12.7% | -11.5% | +0.1% |
| 30D | -1.6% | -13.6% | +12.1% | -0.4% |
| 3M | +3.4% | -8.3% | +11.7% | +2.5% |
| 6M | +18.9% | +85.0% | -66.1% | +9.3% |
| YTD | +13.8% | +73.2% | -59.4% | +4.7% |
| 1Y | +20.6% | +32.5% | -11.9% | +12.2% |
| 3Y | +100.5% | +643.8% | -543.3% | +46.8% |
| 5Y | +84.6% | -52.1% | +136.7% | +80.1% |
| All | +84.6% | -52.5% | +137.2% | +80.1% |
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 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