-9.1%
T vs OUST
+33.5%
-42.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -1.8% |
| 7D | -1.3% | +5.2% | -6.5% | -0.9% |
| 30D | +11.4% | -19.3% | +30.6% | +10.0% |
| 3M | +14.3% | -22.6% | +36.9% | +14.1% |
| 6M | -9.3% | +62.8% | -72.0% | -5.3% |
| YTD | +7.1% | +68.3% | -61.2% | +12.4% |
| 1Y | -9.1% | +28.5% | -37.6% | -4.8% |
| All | -9.1% | +33.5% | -42.6% | -4.8% |
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