+238.5%
TER vs OUST
+554.0%
-315.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +5.1% |
| 7D | +0.6% | +5.2% | -4.6% | -0.6% |
| 30D | -8.3% | -19.3% | +11.0% | -3.7% |
| 3M | -12.2% | -22.6% | +10.4% | -7.8% |
| 6M | +17.1% | +62.8% | -45.7% | +5.4% |
| YTD | +84.7% | +68.3% | +16.3% | +63.9% |
| 1Y | +199.9% | +28.5% | +171.4% | +174.1% |
| All | +238.5% | +554.0% | -315.5% | +99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling