-100.0%
VIVK vs OUST
+659.3%
-759.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.2% | -5.3% | -9.4% |
| 7D | -38.6% | +19.9% | -58.6% | -39.2% |
| 30D | -87.7% | +3.6% | -91.3% | -87.7% |
| 3M | -98.9% | -20.6% | -78.2% | -98.9% |
| 6M | -100.0% | +35.1% | -135.0% | -100.0% |
| YTD | -100.0% | +69.1% | -169.1% | -100.0% |
| 1Y | -100.0% | +49.9% | -149.9% | -100.0% |
| All | -100.0% | +659.3% | -759.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling