+12.8%
TECH vs OUST
-60.2%
+73.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.8% | -10.8% | -1.0% |
| 7D | +0.2% | +36.7% | -36.5% | -3.1% |
| 30D | +0.5% | -3.3% | +3.8% | +0.2% |
| 3M | +0.9% | -11.1% | +12.0% | +0.9% |
| 6M | +51.0% | +53.1% | -2.0% | +38.3% |
| YTD | +24.4% | +78.2% | -53.9% | +10.4% |
| 1Y | +27.6% | +50.0% | -22.4% | +15.0% |
| 3Y | +29.9% | +836.2% | -806.2% | -15.9% |
| 5Y | -40.6% | -50.0% | +9.3% | -50.5% |
| All | +12.8% | -60.2% | +73.1% | -1.2% |
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