+267.0%
TEVA vs OUST
+614.8%
-347.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.6% | +0.4% |
| 7D | -1.7% | +4.0% | -5.8% | -1.9% |
| 30D | +2.0% | -14.0% | +15.9% | +2.6% |
| 3M | +7.0% | -5.9% | +12.9% | +5.9% |
| 6M | +17.0% | +76.4% | -59.4% | +9.9% |
| YTD | +18.1% | +67.5% | -49.4% | +10.9% |
| 1Y | +87.2% | +27.1% | +60.1% | +77.1% |
| All | +267.0% | +614.8% | -347.8% | +177.0% |
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