+169.7%
TSLA vs OUST
-65.5%
+235.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.5% | +6.7% | -0.2% |
| 7D | +8.9% | -3.8% | +12.7% | +9.6% |
| 30D | +6.3% | +5.1% | +1.2% | +4.5% |
| 3M | +14.8% | -25.8% | +40.6% | +19.7% |
| 6M | -12.4% | -2.0% | -10.3% | -15.9% |
| YTD | -13.2% | +54.7% | -67.9% | -25.6% |
| 1Y | -2.9% | +48.8% | -51.7% | -16.6% |
| 3Y | +74.4% | +607.8% | -533.4% | -5.0% |
| 5Y | +13.3% | -52.7% | +66.0% | -13.0% |
| All | +169.7% | -65.5% | +235.2% | +129.0% |
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