+120.7%
V vs OUST
-65.4%
+186.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +15.7% | -11.9% | +3.3% |
| 7D | +9.0% | -0.2% | +9.2% | +8.9% |
| 30D | +18.1% | -24.0% | +42.1% | +19.1% |
| 3M | +18.3% | -29.9% | +48.2% | +19.5% |
| 6M | +34.1% | +19.1% | +14.9% | +30.7% |
| YTD | +25.2% | +55.0% | -29.8% | +19.9% |
| 1Y | +29.3% | +21.2% | +8.1% | +25.0% |
| 3Y | +83.4% | +626.0% | -542.6% | +54.5% |
| 5Y | +117.2% | -51.6% | +168.8% | +99.5% |
| All | +120.7% | -65.4% | +186.1% | +104.9% |
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