+156.6%
VIAV vs OUST
-62.3%
+218.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -0.8% |
| 7D | +23.7% | +19.9% | +3.8% | +20.7% |
| 30D | -21.2% | +3.6% | -24.8% | -21.5% |
| 3M | -24.5% | -20.6% | -3.9% | -22.1% |
| 6M | -39.1% | +35.1% | -74.1% | -41.1% |
| YTD | +82.6% | +69.1% | +13.5% | +71.1% |
| 1Y | +82.7% | +49.9% | +32.8% | +72.7% |
| 3Y | +315.1% | +642.4% | -327.3% | +210.0% |
| 5Y | +113.4% | -48.3% | +161.7% | +87.9% |
| All | +156.6% | -62.3% | +218.9% | +131.1% |
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