+387.3%
TECK vs OUST
-60.6%
+447.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.7% |
| 7D | +1.7% | +31.9% | -30.2% | -1.4% |
| 30D | -7.6% | -4.2% | -3.4% | -7.6% |
| 3M | -5.9% | -9.3% | +3.4% | -5.6% |
| 6M | -2.8% | +51.7% | -54.5% | -9.2% |
| YTD | +31.8% | +76.6% | -44.8% | +20.4% |
| 1Y | +49.1% | +48.9% | +0.2% | +38.0% |
| 3Y | +83.0% | +675.3% | -592.2% | +35.2% |
| 5Y | +150.6% | -44.0% | +194.7% | +110.7% |
| All | +387.3% | -60.6% | +447.9% | +325.6% |
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 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