+50.0%
SRE vs OUST
-64.1%
+114.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +14.0% | -16.1% | -2.3% |
| 7D | -9.2% | +17.0% | -26.2% | -9.4% |
| 30D | -1.9% | -16.5% | +14.6% | -1.7% |
| 3M | -6.5% | -23.7% | +17.1% | -6.2% |
| 6M | -15.2% | +18.4% | -33.6% | -16.3% |
| YTD | -9.5% | +60.8% | -70.2% | -11.5% |
| 1Y | -13.2% | +44.2% | -57.4% | -15.0% |
| 3Y | +19.5% | +668.1% | -648.6% | +10.8% |
| 5Y | +43.6% | -48.8% | +92.4% | +31.6% |
| All | +50.0% | -64.1% | +114.1% | +36.8% |
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