-7.9%
TEAM vs OUST
+554.0%
-562.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.7% |
| 7D | -0.4% | +5.2% | -5.7% | -0.7% |
| 30D | +67.3% | -19.3% | +86.6% | +68.8% |
| 3M | +86.8% | -22.6% | +109.4% | +86.2% |
| 6M | +146.8% | +62.8% | +84.0% | +127.2% |
| YTD | +16.9% | +68.3% | -51.4% | +6.7% |
| 1Y | +12.8% | +28.5% | -15.8% | +4.4% |
| All | -7.9% | +554.0% | -562.0% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling