+19.5%
SRE vs OUST
+626.4%
-606.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +14.0% | -16.1% | -2.4% |
| 7D | -9.2% | +17.0% | -26.2% | -9.5% |
| 30D | -1.9% | -16.5% | +14.6% | -1.6% |
| 3M | -6.5% | -23.7% | +17.1% | -6.1% |
| 6M | -15.2% | +18.4% | -33.6% | -16.9% |
| YTD | -9.5% | +60.8% | -70.2% | -12.6% |
| 1Y | -13.2% | +44.2% | -57.4% | -16.0% |
| 3Y | +19.5% | +668.1% | -648.6% | -1.3% |
| All | +19.5% | +626.4% | -606.9% | -1.3% |
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 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