+72.2%
V vs OUST
-56.2%
+128.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -1.0% |
| 7D | -1.7% | +5.2% | -6.9% | -1.9% |
| 30D | +2.0% | -19.3% | +21.2% | +2.7% |
| 3M | +17.4% | -22.6% | +40.0% | +17.4% |
| 6M | +17.5% | +62.8% | -45.3% | +12.4% |
| YTD | +7.6% | +68.3% | -60.8% | +2.5% |
| 1Y | +7.7% | +28.5% | -20.8% | +3.3% |
| 3Y | +54.7% | +554.0% | -499.4% | +28.2% |
| All | +72.2% | -56.2% | +128.3% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling