+14.7%
VRSK vs OUST
-60.6%
+75.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +4.1% | +14.0% | -9.8% | +4.1% |
| 30D | +16.1% | +2.5% | +13.5% | +16.1% |
| 3M | +14.1% | -15.3% | +29.4% | +14.3% |
| 6M | +22.9% | +42.6% | -19.8% | +20.8% |
| YTD | -7.2% | +76.6% | -83.8% | -9.6% |
| 1Y | -3.4% | +54.1% | -57.4% | -5.6% |
| 3Y | -11.5% | +675.3% | -686.8% | -21.7% |
| 5Y | +0.2% | -45.1% | +45.3% | -6.2% |
| All | +14.7% | -60.6% | +75.3% | +7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling