+174.7%
TSLA vs OUST
-62.3%
+237.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.9% | +2.5% |
| 7D | +15.6% | +19.9% | -4.3% | +11.6% |
| 30D | +5.9% | +3.6% | +2.3% | +4.4% |
| 3M | +21.4% | -20.6% | +42.0% | +25.0% |
| 6M | -8.3% | +35.1% | -43.4% | -17.5% |
| YTD | -11.6% | +69.1% | -80.8% | -25.5% |
| 1Y | -7.7% | +49.9% | -57.6% | -20.8% |
| 3Y | +85.2% | +642.4% | -557.2% | 0.0% |
| 5Y | +15.4% | -48.3% | +63.7% | -12.8% |
| All | +174.7% | -62.3% | +237.0% | +129.4% |
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