+18.5%
SYY vs OUST
-56.2%
+74.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -2.9% | -1.3% |
| 7D | -2.3% | +5.2% | -7.5% | -2.4% |
| 30D | -4.9% | -19.3% | +14.3% | -4.6% |
| 3M | +8.4% | -22.6% | +31.0% | +8.4% |
| 6M | -7.4% | +62.8% | -70.1% | -9.6% |
| YTD | +11.0% | +68.3% | -57.4% | +8.0% |
| 1Y | -0.2% | +28.5% | -28.8% | -2.6% |
| 3Y | +23.8% | +554.0% | -530.3% | +10.8% |
| All | +18.5% | -56.2% | +74.6% | +21.1% |
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 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