-58.0%
U vs OUST
-62.4%
+4.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.4% |
| 7D | -3.8% | +5.2% | -9.0% | -5.1% |
| 30D | +17.5% | -19.3% | +36.7% | +23.2% |
| 3M | +38.7% | -22.6% | +61.4% | +39.8% |
| 6M | +104.4% | +62.8% | +41.6% | +60.6% |
| YTD | -5.7% | +68.3% | -74.0% | -26.2% |
| 1Y | +3.7% | +28.5% | -24.9% | -15.4% |
| 3Y | +12.3% | +554.0% | -541.7% | -55.6% |
| 5Y | -68.8% | -56.2% | -12.6% | -76.0% |
| All | -58.0% | -62.4% | +4.5% | -64.7% |
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