-22.7%
TEAM vs OUST
-64.1%
+41.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +14.0% | -30.2% | -17.8% |
| 7D | -19.8% | +17.0% | -36.8% | -21.8% |
| 30D | -21.5% | -16.5% | -5.0% | -20.4% |
| 3M | +39.5% | -23.7% | +63.2% | +41.6% |
| 6M | +73.1% | +18.4% | +54.7% | +57.3% |
| YTD | -5.2% | +60.8% | -66.0% | -19.1% |
| 1Y | -1.6% | +44.2% | -45.8% | -15.0% |
| 3Y | -11.4% | +668.1% | -679.6% | -52.4% |
| 5Y | -65.1% | -48.8% | -16.3% | -73.0% |
| All | -22.7% | -64.1% | +41.4% | -36.3% |
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