+52.1%
T vs OUST
-62.3%
+114.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.9% | -0.4% |
| 7D | +1.6% | +19.9% | -18.3% | +1.9% |
| 30D | -2.9% | +3.6% | -6.5% | -2.8% |
| 3M | -7.5% | -20.6% | +13.1% | -7.5% |
| 6M | -9.9% | +35.1% | -45.0% | -9.8% |
| YTD | -6.4% | +69.1% | -75.6% | -6.3% |
| 1Y | -9.4% | +49.9% | -59.3% | -9.3% |
| 3Y | +64.9% | +642.4% | -577.5% | +60.7% |
| 5Y | +57.0% | -48.3% | +105.3% | +48.8% |
| All | +52.1% | -62.3% | +114.3% | +45.0% |
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