-50.8%
U vs OUST
-68.5%
+17.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -9.0% | +23.9% | +17.3% |
| 7D | +24.3% | -5.0% | +29.3% | +25.0% |
| 30D | +8.6% | -32.0% | +40.6% | +18.6% |
| 3M | +37.6% | -32.4% | +69.9% | +48.6% |
| 6M | +78.5% | +6.7% | +71.8% | +57.0% |
| YTD | +10.5% | +41.0% | -30.6% | -11.0% |
| 1Y | +15.2% | +18.0% | -2.8% | -3.1% |
| 3Y | +76.6% | +560.6% | -484.1% | -32.0% |
| 5Y | -67.9% | -55.1% | -12.8% | -75.3% |
| All | -50.8% | -68.5% | +17.8% | -57.5% |
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