-28.8%
SYK vs OUST
+17.3%
-46.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -2.1% |
| 7D | -12.3% | -1.7% | -10.7% | -12.4% |
| 30D | -22.4% | -21.9% | -0.5% | -23.3% |
| 3M | -12.3% | -8.2% | -4.1% | -12.5% |
| 6M | -24.3% | +57.5% | -81.8% | -24.3% |
| YTD | -22.8% | +62.8% | -85.6% | -22.5% |
| 1Y | -28.8% | +24.5% | -53.3% | -29.0% |
| All | -28.8% | +17.3% | -46.0% | -29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling