+174.9%
VIAV vs OUST
-62.4%
+237.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.4% |
| 7D | -4.6% | +5.2% | -9.8% | -5.2% |
| 30D | -10.4% | -19.3% | +8.9% | -7.9% |
| 3M | -34.5% | -22.6% | -11.8% | -32.9% |
| 6M | +7.0% | +62.8% | -55.8% | +0.8% |
| YTD | +95.6% | +68.3% | +27.3% | +82.9% |
| 1Y | +197.2% | +28.5% | +168.6% | +181.2% |
| 3Y | +232.0% | +554.0% | -322.0% | +149.2% |
| 5Y | +102.2% | -56.2% | +158.4% | +79.2% |
| All | +174.9% | -62.4% | +237.4% | +147.1% |
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