+5.5%
VNQ vs OUST
-52.5%
+58.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.2% |
| 7D | -0.4% | +12.7% | -13.1% | -1.0% |
| 30D | -2.5% | -13.6% | +11.1% | -2.0% |
| 3M | +1.4% | -8.3% | +9.7% | +0.6% |
| 6M | +4.6% | +85.0% | -80.4% | -1.4% |
| YTD | +10.5% | +73.2% | -62.7% | +4.2% |
| 1Y | +8.4% | +32.5% | -24.1% | +3.0% |
| 3Y | +32.4% | +643.8% | -611.4% | +3.8% |
| 5Y | +5.5% | -52.1% | +57.6% | -6.3% |
| All | +5.5% | -52.5% | +58.0% | -6.3% |
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