-33.1%
VRSK vs OUST
+29.4%
-62.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.8% | +1.2% |
| 7D | -5.4% | +4.0% | -9.5% | -5.1% |
| 30D | -1.8% | -14.0% | +12.2% | -2.6% |
| 3M | -2.2% | -5.9% | +3.7% | -1.6% |
| 6M | -14.9% | +76.4% | -91.3% | -13.6% |
| YTD | -20.0% | +67.5% | -87.5% | -18.6% |
| 1Y | -33.1% | +27.1% | -60.3% | -31.6% |
| All | -33.1% | +29.4% | -62.5% | -31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling