+651.8%
STLD vs OUST
-64.1%
+715.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +14.0% | -13.6% | -0.6% |
| 7D | -11.1% | +17.0% | -28.1% | -12.4% |
| 30D | -4.8% | -16.5% | +11.7% | -3.8% |
| 3M | -14.6% | -23.7% | +9.1% | -13.3% |
| 6M | -7.4% | +18.4% | -25.8% | -11.7% |
| YTD | +32.6% | +60.8% | -28.2% | +22.3% |
| 1Y | +47.3% | +44.2% | +3.1% | +36.8% |
| 3Y | +107.5% | +668.1% | -560.6% | +55.7% |
| 5Y | +268.8% | -48.8% | +317.7% | +214.6% |
| All | +651.8% | -64.1% | +715.9% | +535.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling