-6.4%
T vs OUST
+11.1%
-17.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +15.7% | -13.7% | +3.3% |
| 7D | +5.5% | -0.2% | +5.7% | +5.5% |
| 30D | -8.9% | -24.0% | +15.1% | -10.4% |
| 3M | -5.6% | -29.9% | +24.3% | -7.3% |
| 6M | -14.3% | +19.1% | -33.4% | -10.9% |
| YTD | -7.9% | +55.0% | -62.9% | -1.5% |
| 1Y | -6.4% | +21.2% | -27.6% | -0.9% |
| All | -6.4% | +11.1% | -17.5% | -0.9% |
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