+27.6%
SYK vs OUST
-45.2%
+72.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -6.1% | +14.0% | -20.1% | -6.5% |
| 30D | +12.8% | +2.5% | +10.3% | +12.5% |
| 3M | -8.1% | -15.3% | +7.2% | -8.0% |
| 6M | +13.5% | +42.6% | -29.1% | +9.9% |
| YTD | -8.5% | +76.6% | -85.1% | -12.8% |
| 1Y | -11.4% | +54.1% | -65.4% | -15.1% |
| 3Y | +20.0% | +675.3% | -655.2% | -1.7% |
| 5Y | +27.6% | -45.1% | +72.7% | +19.4% |
| All | +27.6% | -45.2% | +72.8% | +19.4% |
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