+75.3%
VIAV vs OUST
+11.1%
+64.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +15.7% | -18.0% | -7.6% |
| 7D | -14.7% | -0.2% | -14.5% | -14.9% |
| 30D | -37.4% | -24.0% | -13.4% | -31.7% |
| 3M | -27.1% | -29.9% | +2.8% | -18.8% |
| 6M | -44.0% | +19.1% | -63.2% | -46.0% |
| YTD | +64.9% | +55.0% | +9.9% | +42.2% |
| 1Y | +75.3% | +21.2% | +54.1% | +59.4% |
| All | +75.3% | +11.1% | +64.2% | +59.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling