+44.3%
SYK vs OUST
-62.4%
+106.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.6% |
| 7D | -8.3% | +5.2% | -13.6% | -8.5% |
| 30D | -10.1% | -19.3% | +9.2% | -9.6% |
| 3M | +0.9% | -22.6% | +23.5% | +0.8% |
| 6M | -20.2% | +62.8% | -83.0% | -23.1% |
| YTD | -13.3% | +68.3% | -81.6% | -16.7% |
| 1Y | -22.3% | +28.5% | -50.9% | -25.1% |
| 3Y | +9.7% | +554.0% | -544.3% | -7.2% |
| 5Y | +15.4% | -56.2% | +71.6% | +5.9% |
| All | +44.3% | -62.4% | +106.8% | +33.1% |
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