-35.8%
STZ vs OUST
+537.2%
-573.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.0% | +8.4% | -0.7% |
| 7D | +11.8% | -5.0% | +16.8% | +11.7% |
| 30D | +26.0% | -32.0% | +58.0% | +25.7% |
| 3M | +11.5% | -32.4% | +43.9% | +11.4% |
| 6M | -2.0% | +6.7% | -8.7% | -2.5% |
| YTD | +7.9% | +41.0% | -33.2% | +6.8% |
| 1Y | +13.9% | +18.0% | -4.1% | +13.1% |
| All | -35.8% | +537.2% | -573.0% | -41.2% |
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 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