+1,184.4%
STX vs OUST
+554.0%
+630.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.7% | +6.1% |
| 7D | +2.4% | +5.2% | -2.9% | +1.6% |
| 30D | +1.4% | -19.3% | +20.6% | +4.7% |
| 3M | -8.2% | -22.6% | +14.4% | -5.8% |
| 6M | +127.0% | +62.8% | +64.2% | +113.2% |
| YTD | +209.1% | +68.3% | +140.8% | +187.8% |
| 1Y | +365.4% | +28.5% | +336.9% | +339.3% |
| All | +1,184.4% | +554.0% | +630.3% | +957.0% |
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