+19.3%
TPR vs OUST
+11.1%
+8.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +15.7% | -12.2% | +2.6% |
| 7D | +12.6% | -0.2% | +12.9% | +12.5% |
| 30D | +7.1% | -24.0% | +31.1% | +8.9% |
| 3M | -19.4% | -29.9% | +10.5% | -17.8% |
| 6M | -9.7% | +19.1% | -28.9% | -16.7% |
| YTD | -1.0% | +55.0% | -56.0% | -14.0% |
| 1Y | +19.3% | +21.2% | -1.9% | +10.3% |
| All | +19.3% | +11.1% | +8.2% | +10.3% |
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 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