+18.2%
TER vs OUST
+32.6%
-14.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +14.0% | -11.4% | -3.2% |
| 7D | -20.5% | +17.0% | -37.5% | -26.1% |
| 30D | -47.0% | -16.5% | -30.5% | -43.5% |
| 3M | -43.3% | -23.7% | -19.6% | -37.7% |
| 6M | -42.9% | +18.4% | -61.3% | -47.4% |
| YTD | +12.9% | +60.8% | -47.9% | -11.9% |
| 1Y | +18.2% | +44.2% | -26.0% | -4.4% |
| All | +18.2% | +32.6% | -14.4% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling