-48.0%
U vs OUST
-64.1%
+16.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +14.0% | -8.5% | +1.9% |
| 7D | +36.6% | +17.0% | +19.6% | +30.1% |
| 30D | +13.3% | -16.5% | +29.8% | +17.4% |
| 3M | +26.2% | -23.7% | +49.8% | +31.9% |
| 6M | +88.7% | +18.4% | +70.4% | +61.6% |
| YTD | +16.6% | +60.8% | -44.2% | -9.3% |
| 1Y | +29.0% | +44.2% | -15.2% | +2.8% |
| 3Y | +99.5% | +668.1% | -568.6% | -26.3% |
| 5Y | -66.1% | -48.8% | -17.3% | -74.8% |
| All | -48.0% | -64.1% | +16.1% | -56.6% |
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