+368.7%
TECK vs OUST
-64.1%
+432.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +14.0% | -13.1% | -0.6% |
| 7D | -0.2% | +17.0% | -17.2% | -2.1% |
| 30D | -7.5% | -16.5% | +9.0% | -6.1% |
| 3M | -8.4% | -23.7% | +15.2% | -6.5% |
| 6M | -2.2% | +18.4% | -20.6% | -6.4% |
| YTD | +26.8% | +60.8% | -34.0% | +17.0% |
| 1Y | +46.5% | +44.2% | +2.3% | +36.2% |
| 3Y | +69.0% | +668.1% | -599.1% | +25.1% |
| 5Y | +138.8% | -48.8% | +187.6% | +102.5% |
| All | +368.7% | -64.1% | +432.9% | +313.5% |
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