-7.7%
TSLA vs OUST
+46.4%
-54.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.9% | +2.5% |
| 7D | +15.6% | +19.9% | -4.3% | +11.3% |
| 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% | -16.0% |
| YTD | -11.6% | +69.1% | -80.8% | -25.1% |
| 1Y | -7.7% | +49.9% | -57.6% | -21.0% |
| All | -7.7% | +46.4% | -54.1% | -21.0% |
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 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