-100.0%
VIVK vs OUST
-61.4%
-38.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.9% | +4.7% | +7.5% |
| 7D | +13.1% | +12.7% | +0.3% | +12.5% |
| 30D | -29.7% | -13.6% | -16.0% | -29.3% |
| 3M | -93.0% | -8.3% | -84.7% | -93.0% |
| 6M | -98.0% | +85.0% | -182.9% | -98.1% |
| YTD | -97.8% | +73.2% | -171.0% | -97.9% |
| 1Y | -100.0% | +32.5% | -132.4% | -100.0% |
| 3Y | -100.0% | +643.8% | -743.8% | -100.0% |
| 5Y | -100.0% | -52.1% | -47.9% | -100.0% |
| All | -100.0% | -61.4% | -38.6% | -100.0% |
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