+75.5%
VOO vs OUST
+626.4%
-551.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +14.0% | -13.7% | -0.6% |
| 7D | -2.7% | +17.0% | -19.7% | -3.8% |
| 30D | -5.4% | -16.5% | +11.1% | -4.6% |
| 3M | -4.1% | -23.7% | +19.6% | -3.0% |
| 6M | +0.7% | +18.4% | -17.6% | -2.5% |
| YTD | +8.7% | +60.8% | -52.1% | +2.5% |
| 1Y | +11.0% | +44.2% | -33.2% | +5.1% |
| 3Y | +75.5% | +668.1% | -592.6% | +44.2% |
| All | +75.5% | +626.4% | -551.0% | +44.2% |
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