+50.4%
TER vs OUST
-56.4%
+106.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -9.0% | -6.2% | -13.3% |
| 7D | -28.2% | -5.0% | -23.1% | -27.5% |
| 30D | -50.6% | -32.0% | -18.5% | -46.4% |
| 3M | -45.3% | -32.4% | -13.0% | -40.7% |
| 6M | -40.4% | +6.7% | -47.1% | -41.6% |
| YTD | +10.0% | +41.0% | -31.0% | +1.4% |
| 1Y | +13.6% | +18.0% | -4.3% | +7.6% |
| 3Y | +145.2% | +560.6% | -415.4% | +48.3% |
| 5Y | +50.4% | -55.1% | +105.5% | +49.7% |
| All | +50.4% | -56.4% | +106.8% | +49.7% |
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 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