+12.7%
TECH vs OUST
-64.1%
+76.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +14.0% | -13.8% | -1.2% |
| 7D | +0.2% | +17.0% | -16.8% | -1.6% |
| 30D | +0.3% | -16.5% | +16.8% | +1.6% |
| 3M | +1.3% | -23.7% | +25.0% | +3.0% |
| 6M | +54.0% | +18.4% | +35.6% | +44.5% |
| YTD | +24.3% | +60.8% | -36.5% | +11.5% |
| 1Y | +25.8% | +44.2% | -18.4% | +13.8% |
| 3Y | +26.0% | +668.1% | -642.1% | -16.6% |
| 5Y | -40.1% | -48.8% | +8.7% | -50.0% |
| All | +12.7% | -64.1% | +76.9% | -0.3% |
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