+87.2%
STLD vs OUST
+33.5%
+53.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.7% |
| 7D | +3.1% | +5.2% | -2.1% | +2.7% |
| 30D | -9.0% | -19.3% | +10.3% | -7.6% |
| 3M | -12.4% | -22.6% | +10.3% | -12.0% |
| 6M | +25.5% | +62.8% | -37.3% | +11.4% |
| YTD | +43.6% | +68.3% | -24.7% | +25.9% |
| 1Y | +87.2% | +28.5% | +58.6% | +67.6% |
| All | +87.2% | +33.5% | +53.7% | +67.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling