+138.5%
TECK vs OUST
-45.2%
+183.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.2% | +14.0% | -15.2% | -2.7% |
| 30D | -5.7% | +2.5% | -8.3% | -6.3% |
| 3M | -3.6% | -15.3% | +11.7% | -2.6% |
| 6M | -2.2% | +42.6% | -44.8% | -8.2% |
| YTD | +33.6% | +76.6% | -43.1% | +21.8% |
| 1Y | +49.0% | +54.1% | -5.1% | +37.2% |
| 3Y | +85.4% | +675.3% | -589.9% | +36.7% |
| 5Y | +138.5% | -45.1% | +183.6% | +82.1% |
| All | +138.5% | -45.2% | +183.7% | +82.1% |
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