+48.3%
T vs OUST
-64.1%
+112.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +14.0% | -14.9% | -0.7% |
| 7D | +1.0% | +17.0% | -16.0% | +1.2% |
| 30D | -10.6% | -16.5% | +5.9% | -10.7% |
| 3M | -7.7% | -23.7% | +15.9% | -7.8% |
| 6M | -13.3% | +18.4% | -31.7% | -13.2% |
| YTD | -8.8% | +60.8% | -69.6% | -8.7% |
| 1Y | -8.4% | +44.2% | -52.6% | -8.3% |
| 3Y | +59.6% | +668.1% | -608.5% | +55.3% |
| 5Y | +52.1% | -48.8% | +100.9% | +44.2% |
| All | +48.3% | -64.1% | +112.4% | +41.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling