+366.7%
TECK vs OUST
-65.5%
+432.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.5% | +6.9% | -0.7% |
| 7D | -0.4% | -3.8% | +3.3% | 0.0% |
| 30D | -7.1% | +5.1% | -12.2% | -7.9% |
| 3M | -5.5% | -25.8% | +20.3% | -3.1% |
| 6M | -9.7% | -2.0% | -7.7% | -11.6% |
| YTD | +26.3% | +54.7% | -28.5% | +17.0% |
| 1Y | +44.4% | +48.8% | -4.4% | +34.0% |
| 3Y | +70.1% | +607.8% | -537.8% | +27.1% |
| 5Y | +125.8% | -52.7% | +178.5% | +93.1% |
| All | +366.7% | -65.5% | +432.1% | +313.4% |
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