+26.0%
TECH vs OUST
+626.4%
-600.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +14.0% | -13.8% | -0.9% |
| 7D | +0.2% | +17.0% | -16.8% | -1.2% |
| 30D | +0.3% | -16.5% | +16.8% | +1.3% |
| 3M | +1.3% | -23.7% | +25.0% | +2.7% |
| 6M | +54.0% | +18.4% | +35.6% | +46.0% |
| YTD | +24.3% | +60.8% | -36.5% | +13.1% |
| 1Y | +25.8% | +44.2% | -18.4% | +15.3% |
| 3Y | +26.0% | +668.1% | -642.1% | -14.6% |
| All | +26.0% | +626.4% | -600.4% | -14.6% |
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