-100.0%
VIVK vs OUST
-62.4%
-37.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.7% | -14.0% | -12.4% |
| 7D | -1.4% | +5.2% | -6.6% | -1.6% |
| 30D | -43.6% | -19.3% | -24.4% | -43.2% |
| 3M | -95.1% | -22.6% | -72.5% | -95.1% |
| 6M | -98.2% | +62.8% | -161.0% | -98.3% |
| YTD | -97.9% | +68.3% | -166.3% | -98.0% |
| 1Y | -100.0% | +28.5% | -128.5% | -100.0% |
| 3Y | -100.0% | +554.0% | -654.0% | -100.0% |
| 5Y | -100.0% | -56.2% | -43.8% | -100.0% |
| All | -100.0% | -62.4% | -37.6% | -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 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