-19.7%
TSLA vs OUST
+32.6%
-52.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +14.0% | -9.8% | +1.5% |
| 7D | -10.4% | +17.0% | -27.4% | -13.4% |
| 30D | -5.2% | -16.5% | +11.3% | -2.5% |
| 3M | +12.1% | -23.7% | +35.8% | +16.3% |
| 6M | -10.2% | +18.4% | -28.5% | -15.8% |
| YTD | -20.3% | +60.8% | -81.1% | -31.1% |
| 1Y | -19.7% | +44.2% | -63.9% | -30.6% |
| All | -19.7% | +32.6% | -52.2% | -30.6% |
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