+49.6%
T vs OUST
-68.5%
+118.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.0% | +9.0% | -0.1% |
| 7D | +4.3% | -5.0% | +9.3% | +4.3% |
| 30D | -9.7% | -32.0% | +22.4% | -9.9% |
| 3M | -4.3% | -32.4% | +28.1% | -4.5% |
| 6M | -13.7% | +6.7% | -20.4% | -13.7% |
| YTD | -8.0% | +41.0% | -49.0% | -8.1% |
| 1Y | -6.9% | +18.0% | -24.9% | -6.9% |
| 3Y | +59.7% | +560.6% | -500.9% | +55.2% |
| 5Y | +53.4% | -55.1% | +108.5% | +45.3% |
| All | +49.6% | -68.5% | +118.1% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling