+127.5%
SPYG vs OUST
-64.1%
+191.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +14.0% | -13.1% | -0.3% |
| 7D | -3.6% | +17.0% | -20.6% | -5.1% |
| 30D | -11.2% | -16.5% | +5.3% | -10.1% |
| 3M | -8.1% | -23.7% | +15.6% | -6.6% |
| 6M | -3.3% | +18.4% | -21.7% | -7.2% |
| YTD | +5.5% | +60.8% | -55.3% | -2.2% |
| 1Y | +7.0% | +44.2% | -37.2% | -0.2% |
| 3Y | +89.5% | +668.1% | -578.6% | +42.4% |
| 5Y | +63.3% | -48.8% | +112.1% | +44.0% |
| All | +127.5% | -64.1% | +191.7% | +103.8% |
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