-26.7%
VRSK vs OUST
+645.3%
-672.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.9% | -8.5% | -5.5% |
| 7D | -9.7% | +12.7% | -22.4% | -9.5% |
| 30D | -8.5% | -13.6% | +5.1% | -8.7% |
| 3M | -1.7% | -8.3% | +6.6% | -1.6% |
| 6M | -17.9% | +85.0% | -102.8% | -18.3% |
| YTD | -21.1% | +73.2% | -94.4% | -21.5% |
| 1Y | -35.1% | +32.5% | -67.6% | -35.4% |
| 3Y | -26.7% | +643.8% | -670.5% | -32.1% |
| All | -26.7% | +645.3% | -672.0% | -32.1% |
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