+152.7%
TER vs OUST
-68.5%
+221.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -9.0% | -6.2% | -13.4% |
| 7D | -28.2% | -5.0% | -23.1% | -27.6% |
| 30D | -50.6% | -32.0% | -18.5% | -46.6% |
| 3M | -45.3% | -32.4% | -13.0% | -41.0% |
| 6M | -40.4% | +6.7% | -47.1% | -41.5% |
| YTD | +10.0% | +41.0% | -31.0% | +2.0% |
| 1Y | +13.6% | +18.0% | -4.3% | +8.1% |
| 3Y | +145.2% | +560.6% | -415.4% | +54.8% |
| 5Y | +50.4% | -55.1% | +105.5% | +29.6% |
| All | +152.7% | -68.5% | +221.2% | +126.3% |
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