+36.8%
SYY vs OUST
-62.4%
+99.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.5% |
| 3M | +8.4% | -22.6% | +31.0% | +8.4% |
| 6M | -7.4% | +62.8% | -70.1% | -9.7% |
| 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% | +11.0% |
| 5Y | +18.1% | -56.2% | +74.3% | +14.8% |
| All | +36.8% | -62.4% | +99.3% | +30.1% |
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