+137.6%
TSLA vs OUST
-68.5%
+206.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -9.0% | -1.8% | -9.1% |
| 7D | -14.8% | -5.0% | -9.7% | -14.2% |
| 30D | -9.7% | -32.0% | +22.3% | -3.6% |
| 3M | +6.9% | -32.4% | +39.2% | +13.5% |
| 6M | -11.7% | +6.7% | -18.4% | -17.2% |
| YTD | -23.6% | +41.0% | -64.6% | -33.2% |
| 1Y | -25.6% | +18.0% | -43.6% | -33.1% |
| 3Y | +56.3% | +560.6% | -504.4% | -13.9% |
| 5Y | -15.6% | -55.1% | +39.5% | -34.4% |
| All | +137.6% | -68.5% | +206.1% | +105.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling