+258.4%
TPR vs OUST
-56.4%
+314.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -9.0% | +16.1% | +8.0% |
| 7D | +13.9% | -5.0% | +18.9% | +14.2% |
| 30D | +14.9% | -32.0% | +47.0% | +19.0% |
| 3M | -15.4% | -32.4% | +17.0% | -12.8% |
| 6M | -4.5% | +6.7% | -11.2% | -9.7% |
| YTD | +6.0% | +41.0% | -35.0% | -4.3% |
| 1Y | +24.3% | +18.0% | +6.3% | +14.3% |
| 3Y | +412.8% | +560.6% | -147.8% | +241.8% |
| 5Y | +258.4% | -55.1% | +313.6% | +205.5% |
| All | +258.4% | -56.4% | +314.8% | +205.5% |
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