+4.0%
SYY vs OUST
+46.4%
-42.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.9% |
| 7D | +1.3% | +19.9% | -18.6% | +1.3% |
| 30D | -3.5% | +3.6% | -7.1% | -3.6% |
| 3M | -9.3% | -20.6% | +11.3% | -9.4% |
| 6M | +5.9% | +35.1% | -29.1% | +2.9% |
| YTD | +6.5% | +69.1% | -62.7% | +2.3% |
| 1Y | +4.0% | +49.9% | -45.9% | -0.5% |
| All | +4.0% | +46.4% | -42.4% | -0.5% |
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