-69.4%
U vs OUST
-56.2%
-13.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.5% |
| 7D | -3.8% | +5.2% | -9.0% | -5.2% |
| 30D | +17.5% | -19.3% | +36.7% | +23.5% |
| 3M | +38.7% | -22.6% | +61.4% | +39.8% |
| 6M | +104.4% | +62.8% | +41.6% | +58.1% |
| YTD | -5.7% | +68.3% | -74.0% | -27.4% |
| 1Y | +3.7% | +28.5% | -24.9% | -16.7% |
| 3Y | +12.3% | +554.0% | -541.7% | -59.6% |
| All | -69.4% | -56.2% | -13.3% | -68.3% |
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 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