+31.1%
SYK vs OUST
-62.6%
+93.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +3.0% | -0.3% |
| 7D | -11.8% | +4.0% | -15.8% | -11.9% |
| 30D | -20.4% | -14.0% | -6.4% | -20.1% |
| 3M | -12.1% | -5.9% | -6.1% | -12.7% |
| 6M | -24.3% | +76.4% | -100.7% | -27.3% |
| YTD | -21.2% | +67.5% | -88.7% | -24.4% |
| 1Y | -29.2% | +27.1% | -56.3% | -31.6% |
| 3Y | -2.1% | +619.0% | -621.1% | -17.7% |
| 5Y | +4.7% | -54.9% | +59.7% | -3.9% |
| All | +31.1% | -62.6% | +93.8% | +20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling