-12.9%
VRSK vs OUST
+794.9%
-807.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.8% | -12.8% | -1.6% |
| 7D | -0.4% | +36.7% | -37.1% | +0.7% |
| 30D | +12.9% | -3.3% | +16.3% | +13.3% |
| 3M | +4.9% | -11.1% | +16.0% | +5.2% |
| 6M | +17.3% | +53.1% | -35.7% | +18.0% |
| YTD | -9.6% | +78.2% | -87.8% | -9.4% |
| 1Y | -5.6% | +50.0% | -55.6% | -5.2% |
| 3Y | -12.9% | +836.2% | -849.1% | -15.8% |
| All | -12.9% | +794.9% | -807.8% | -15.8% |
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 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