-46.7%
U vs OUST
-65.5%
+18.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -8.5% | +13.8% | +7.4% |
| 7D | +2.6% | -3.8% | +6.3% | +3.1% |
| 30D | +27.6% | +5.1% | +22.5% | +23.9% |
| 3M | +15.3% | -25.8% | +41.1% | +21.1% |
| 6M | +96.4% | -2.0% | +98.4% | +79.1% |
| YTD | +19.6% | +54.7% | -35.2% | -6.5% |
| 1Y | +42.1% | +48.8% | -6.7% | +11.7% |
| 3Y | +87.5% | +607.8% | -520.3% | -29.1% |
| 5Y | -73.1% | -52.7% | -20.4% | -79.8% |
| All | -46.7% | -65.5% | +18.8% | -55.3% |
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