+20.1%
STM vs OUST
-68.5%
+88.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -9.0% | -3.4% | -10.9% |
| 7D | -20.1% | -5.0% | -15.0% | -19.6% |
| 30D | -32.0% | -32.0% | +0.1% | -27.8% |
| 3M | -24.2% | -32.4% | +8.2% | -19.7% |
| 6M | -29.9% | +6.7% | -36.6% | -32.0% |
| YTD | +54.9% | +41.0% | +13.9% | +42.8% |
| 1Y | +68.0% | +18.0% | +50.0% | +57.9% |
| 3Y | -0.1% | +560.6% | -560.7% | -36.4% |
| 5Y | -17.9% | -55.1% | +37.2% | -29.5% |
| All | +20.1% | -68.5% | +88.6% | +4.1% |
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