+6.7%
TSLA vs OUST
-49.4%
+56.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -4.7% | +31.9% | -36.6% | -10.3% |
| 30D | -0.8% | -4.2% | +3.4% | -0.7% |
| 3M | +14.8% | -9.3% | +24.1% | +15.2% |
| 6M | -11.3% | +51.7% | -63.0% | -23.0% |
| YTD | -15.6% | +76.6% | -92.2% | -30.7% |
| 1Y | -14.7% | +48.9% | -63.6% | -27.9% |
| 3Y | +76.9% | +675.3% | -598.3% | -13.8% |
| 5Y | +6.7% | -44.0% | +50.7% | +0.2% |
| All | +6.7% | -49.4% | +56.1% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling