+50.4%
T vs OUST
-60.6%
+111.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.6% |
| 7D | +2.6% | +31.9% | -29.3% | +2.9% |
| 30D | -1.1% | -4.2% | +3.1% | -1.0% |
| 3M | -7.7% | -9.3% | +1.5% | -7.7% |
| 6M | -10.6% | +51.7% | -62.3% | -10.5% |
| YTD | -7.5% | +76.6% | -84.1% | -7.3% |
| 1Y | -7.4% | +48.9% | -56.3% | -7.2% |
| 3Y | +63.1% | +675.3% | -612.2% | +59.1% |
| 5Y | +55.2% | -44.0% | +99.2% | +47.3% |
| All | +50.4% | -60.6% | +111.0% | +43.5% |
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