+291.9%
TEVA vs OUST
-52.5%
+344.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | +0.9% |
| 7D | +1.6% | +12.7% | -11.1% | +0.7% |
| 30D | +4.0% | -13.6% | +17.6% | +4.9% |
| 3M | +10.5% | -8.3% | +18.8% | +9.3% |
| 6M | +18.4% | +85.0% | -66.6% | +8.9% |
| YTD | +17.8% | +73.2% | -55.5% | +8.3% |
| 1Y | +90.5% | +32.5% | +58.0% | +76.8% |
| 3Y | +282.1% | +643.8% | -361.7% | +172.9% |
| 5Y | +291.9% | -52.1% | +344.0% | +283.1% |
| All | +291.9% | -52.5% | +344.4% | +283.1% |
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