+74.2%
TEVA vs OUST
+40.1%
+34.1%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -8.5% | +10.5% | +2.1% |
| 7D | +4.4% | -3.8% | +8.2% | +4.5% |
| 30D | +9.3% | +5.1% | +4.2% | +9.0% |
| 3M | +21.9% | -25.8% | +47.7% | +22.3% |
| 6M | +22.8% | -2.0% | +24.8% | +20.4% |
| YTD | +42.6% | +54.7% | -12.1% | +32.0% |
| 1Y | +74.2% | +48.8% | +25.4% | +60.9% |
| All | +74.2% | +40.1% | +34.1% | +60.9% |
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