+555.5%
SU vs OUST
-62.4%
+618.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | +3.6% | +5.2% | -1.7% | +3.4% |
| 30D | +7.9% | -19.3% | +27.1% | +8.6% |
| 3M | +3.5% | -22.6% | +26.1% | +3.6% |
| 6M | +19.0% | +62.8% | -43.8% | +14.7% |
| YTD | +55.0% | +68.3% | -13.4% | +48.8% |
| 1Y | +71.2% | +28.5% | +42.7% | +65.3% |
| 3Y | +117.4% | +554.0% | -436.6% | +85.4% |
| 5Y | +335.2% | -56.2% | +391.4% | +311.7% |
| All | +555.5% | -62.4% | +618.0% | +520.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling