+113.7%
V vs OUST
-68.5%
+182.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.0% | +5.8% | -2.9% |
| 7D | +2.9% | -5.0% | +8.0% | +3.1% |
| 30D | +14.0% | -32.0% | +46.1% | +15.4% |
| 3M | +14.9% | -32.4% | +47.2% | +16.1% |
| 6M | +31.7% | +6.7% | +25.0% | +28.9% |
| YTD | +21.2% | +41.0% | -19.8% | +16.4% |
| 1Y | +25.3% | +18.0% | +7.3% | +21.1% |
| 3Y | +77.5% | +560.6% | -483.1% | +50.1% |
| 5Y | +102.6% | -55.1% | +157.7% | +86.6% |
| All | +113.7% | -68.5% | +182.2% | +99.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling