-11.3%
VRSK vs OUST
-55.2%
+43.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -1.2% |
| 7D | -7.7% | -1.7% | -6.1% | -7.7% |
| 30D | -2.8% | -21.9% | +19.1% | -2.5% |
| 3M | -3.7% | -8.2% | +4.5% | -4.2% |
| 6M | -12.8% | +57.5% | -70.3% | -15.1% |
| YTD | -21.0% | +62.8% | -83.8% | -23.3% |
| 1Y | -32.5% | +24.5% | -57.0% | -34.2% |
| 3Y | -26.5% | +599.0% | -625.5% | -37.0% |
| All | -11.3% | -55.2% | +43.9% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling