+28.6%
SYY vs OUST
-68.5%
+97.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.0% | +6.8% | -2.0% |
| 7D | -8.8% | -5.0% | -3.8% | -8.8% |
| 30D | -2.9% | -32.0% | +29.2% | -2.1% |
| 3M | -10.7% | -32.4% | +21.7% | -10.1% |
| 6M | +4.0% | +6.7% | -2.7% | +2.5% |
| YTD | +4.3% | +41.0% | -36.7% | +1.7% |
| 1Y | +5.0% | +18.0% | -12.9% | +2.8% |
| 3Y | +21.1% | +560.6% | -539.5% | +8.2% |
| 5Y | +5.0% | -55.1% | +60.1% | +1.7% |
| All | +28.6% | -68.5% | +97.1% | +22.5% |
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 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