+195.2%
TECK vs OUST
-56.2%
+251.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | -0.3% | +5.2% | -5.6% | -0.9% |
| 30D | +4.6% | -19.3% | +23.9% | +6.7% |
| 3M | +2.8% | -22.6% | +25.5% | +3.8% |
| 6M | +24.9% | +62.8% | -37.9% | +15.9% |
| YTD | +44.7% | +68.3% | -23.6% | +33.3% |
| 1Y | +112.0% | +28.5% | +83.4% | +97.3% |
| 3Y | +67.6% | +554.0% | -486.5% | +25.3% |
| All | +195.2% | -56.2% | +251.4% | +142.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling