-4.7%
TEAM vs OUST
-62.4%
+57.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.8% |
| 7D | -0.4% | +5.2% | -5.7% | -1.1% |
| 30D | +67.3% | -19.3% | +86.6% | +70.7% |
| 3M | +86.8% | -22.6% | +109.4% | +85.9% |
| 6M | +146.8% | +62.8% | +84.0% | +115.1% |
| YTD | +16.9% | +68.3% | -51.4% | +0.5% |
| 1Y | +12.8% | +28.5% | -15.8% | -1.1% |
| 3Y | -7.3% | +554.0% | -561.3% | -48.0% |
| 5Y | -50.7% | -56.2% | +5.5% | -61.1% |
| All | -4.7% | -62.4% | +57.8% | -20.9% |
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