-100.0%
VIVK vs OUST
-53.0%
-47.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -8.5% | +1.0% | -7.0% |
| 7D | -57.7% | -3.8% | -53.9% | -57.6% |
| 30D | -87.3% | +5.1% | -92.3% | -87.3% |
| 3M | -98.9% | -25.8% | -73.1% | -98.9% |
| 6M | -100.0% | -2.0% | -97.9% | -100.0% |
| YTD | -100.0% | +54.7% | -154.7% | -100.0% |
| 1Y | -100.0% | +48.8% | -148.8% | -100.0% |
| 3Y | -100.0% | +607.8% | -707.8% | -100.0% |
| All | -100.0% | -53.0% | -47.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling