+147.6%
TSLA vs OUST
-64.1%
+211.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +14.0% | -9.8% | +1.6% |
| 7D | -10.4% | +17.0% | -27.4% | -13.4% |
| 30D | -5.2% | -16.5% | +11.3% | -2.7% |
| 3M | +12.1% | -23.7% | +35.8% | +16.2% |
| 6M | -10.2% | +18.4% | -28.5% | -17.4% |
| YTD | -20.3% | +60.8% | -81.1% | -32.1% |
| 1Y | -19.7% | +44.2% | -63.9% | -30.5% |
| 3Y | +63.4% | +668.1% | -604.7% | -12.6% |
| 5Y | -12.1% | -48.8% | +36.8% | -33.4% |
| All | +147.6% | -64.1% | +211.7% | +108.9% |
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