+198.1%
TER vs OUST
-65.4%
+263.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +15.7% | -22.6% | -10.0% |
| 7D | -19.9% | -0.2% | -19.7% | -20.2% |
| 30D | -43.5% | -24.0% | -19.6% | -40.6% |
| 3M | -37.8% | -29.9% | -7.9% | -33.5% |
| 6M | -25.6% | +19.1% | -44.7% | -28.7% |
| YTD | +29.8% | +55.0% | -25.2% | +17.8% |
| 1Y | +43.2% | +21.2% | +22.0% | +34.6% |
| 3Y | +189.3% | +626.0% | -436.7% | +78.7% |
| 5Y | +76.9% | -51.6% | +128.5% | +49.5% |
| All | +198.1% | -65.4% | +263.5% | +161.3% |
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 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