+4.6%
TSLA vs OUST
+33.5%
-28.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.7% | -7.6% | -6.2% |
| 7D | +1.5% | +5.2% | -3.7% | +0.6% |
| 30D | +10.1% | -19.3% | +29.4% | +13.6% |
| 3M | -15.4% | -22.6% | +7.3% | -13.8% |
| 6M | -12.8% | +62.8% | -75.6% | -20.6% |
| YTD | -21.3% | +68.3% | -89.6% | -29.1% |
| 1Y | +4.6% | +28.5% | -24.0% | -2.8% |
| All | +4.6% | +33.5% | -28.9% | -2.8% |
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