+12.7%
TECH vs OUST
-65.4%
+78.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +15.7% | -15.6% | -1.4% |
| 7D | +0.1% | -0.2% | +0.3% | -0.1% |
| 30D | +0.2% | -24.0% | +24.2% | +2.5% |
| 3M | +1.0% | -29.9% | +30.9% | +3.7% |
| 6M | +33.3% | +19.1% | +14.1% | +25.0% |
| YTD | +24.2% | +55.0% | -30.8% | +11.9% |
| 1Y | +19.7% | +21.2% | -1.5% | +10.5% |
| 3Y | +25.8% | +626.0% | -600.2% | -16.1% |
| 5Y | -39.9% | -51.6% | +11.7% | -49.5% |
| All | +12.7% | -65.4% | +78.1% | +0.2% |
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 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