-8.7%
T vs OUST
+50.6%
-59.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.6% |
| 7D | +2.6% | +31.9% | -29.3% | +5.1% |
| 30D | -1.1% | -4.2% | +3.1% | -0.8% |
| 3M | -7.7% | -9.3% | +1.5% | -7.5% |
| 6M | -10.6% | +51.7% | -62.3% | -5.5% |
| YTD | -7.5% | +76.6% | -84.1% | +0.1% |
| All | -8.7% | +50.6% | -59.3% | -1.8% |
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