-7.8%
TEAM vs OUST
-68.5%
+60.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -9.0% | +5.5% | -2.4% |
| 7D | -10.2% | -5.0% | -5.2% | -9.8% |
| 30D | -5.5% | -32.0% | +26.5% | -1.5% |
| 3M | +61.7% | -32.4% | +94.1% | +67.3% |
| 6M | +98.5% | +6.7% | +91.8% | +83.2% |
| YTD | +13.0% | +41.0% | -28.0% | -1.6% |
| 1Y | +13.5% | +18.0% | -4.5% | +1.1% |
| 3Y | +3.6% | +560.6% | -557.0% | -43.0% |
| 5Y | -58.4% | -55.1% | -3.2% | -67.2% |
| All | -7.8% | -68.5% | +60.7% | -22.5% |
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