+78.5%
U vs OUST
+2.5%
+76.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -9.0% | +23.9% | +15.8% |
| 7D | +24.3% | -5.0% | +29.3% | +24.4% |
| 30D | +8.6% | -32.0% | +40.6% | +11.9% |
| 3M | +37.6% | -32.4% | +69.9% | +41.1% |
| 6M | +78.5% | +6.7% | +71.8% | +76.2% |
| All | +78.5% | +2.5% | +76.0% | +76.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling