+237.4%
VIK vs OUST
+321.9%
-84.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | +2.6% | +31.9% | -29.3% | -0.9% |
| 30D | +7.9% | -4.2% | +12.1% | +7.8% |
| 3M | -15.2% | -9.3% | -5.9% | -15.2% |
| 6M | +6.5% | +51.7% | -45.1% | -3.4% |
| YTD | +23.3% | +76.6% | -53.3% | +8.2% |
| 1Y | +47.7% | +48.9% | -1.2% | +31.7% |
| All | +237.4% | +321.9% | -84.4% | +149.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling