-32.8%
STZ vs OUST
-56.2%
+23.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.7% |
| 7D | -1.9% | +5.2% | -7.1% | -2.0% |
| 30D | -1.9% | -19.3% | +17.4% | -1.6% |
| 3M | -6.2% | -22.6% | +16.4% | -6.2% |
| 6M | -14.0% | +62.8% | -76.8% | -15.8% |
| YTD | -5.1% | +68.3% | -73.5% | -7.4% |
| 1Y | -9.6% | +28.5% | -38.1% | -11.4% |
| 3Y | -47.2% | +554.0% | -601.3% | -53.1% |
| All | -32.8% | -56.2% | +23.4% | -38.0% |
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 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