+106.6%
STLD vs OUST
+537.2%
-430.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -9.0% | +1.4% | -6.9% |
| 7D | -12.5% | -5.0% | -7.4% | -12.2% |
| 30D | -6.8% | -32.0% | +25.2% | -4.4% |
| 3M | -16.4% | -32.4% | +16.0% | -14.4% |
| 6M | -6.1% | +6.7% | -12.8% | -9.8% |
| YTD | +32.0% | +41.0% | -9.1% | +22.9% |
| 1Y | +45.5% | +18.0% | +27.5% | +37.0% |
| All | +106.6% | +537.2% | -430.6% | +63.6% |
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 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