+706.3%
TPR vs OUST
-64.1%
+770.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +14.0% | -15.0% | -2.5% |
| 7D | +14.2% | +17.0% | -2.8% | +11.9% |
| 30D | +17.1% | -16.5% | +33.6% | +18.5% |
| 3M | -17.7% | -23.7% | +5.9% | -16.3% |
| 6M | -10.2% | +18.4% | -28.5% | -16.0% |
| YTD | +4.9% | +60.8% | -55.9% | -6.6% |
| 1Y | +36.1% | +44.2% | -8.1% | +22.3% |
| 3Y | +416.5% | +668.1% | -251.6% | +239.5% |
| 5Y | +254.8% | -48.8% | +303.6% | +203.5% |
| All | +706.3% | -64.1% | +770.5% | +611.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling