+125.6%
SU vs OUST
+626.4%
-500.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +14.0% | -14.5% | -0.7% |
| 7D | -13.4% | +17.0% | -30.4% | -13.7% |
| 30D | +0.9% | -16.5% | +17.4% | +1.1% |
| 3M | +12.8% | -23.7% | +36.4% | +13.2% |
| 6M | +8.3% | +18.4% | -10.1% | +6.5% |
| YTD | +58.2% | +60.8% | -2.6% | +53.4% |
| 1Y | +67.1% | +44.2% | +22.9% | +62.5% |
| 3Y | +125.6% | +668.1% | -542.5% | +94.0% |
| All | +125.6% | +626.4% | -500.8% | +94.0% |
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