-26.9%
STZ vs OUST
-52.6%
+25.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +15.7% | -10.4% | +5.1% |
| 7D | +13.0% | -0.2% | +13.2% | +12.9% |
| 30D | +29.4% | -24.0% | +53.4% | +29.8% |
| 3M | +11.6% | -29.9% | +41.5% | +12.0% |
| 6M | -0.2% | +19.1% | -19.4% | -1.6% |
| YTD | +8.6% | +55.0% | -46.4% | +6.0% |
| 1Y | +15.9% | +21.2% | -5.2% | +13.9% |
| 3Y | -35.4% | +626.0% | -661.4% | -42.9% |
| 5Y | -26.9% | -51.6% | +24.7% | -33.6% |
| All | -26.9% | -52.6% | +25.7% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling