+50.0%
VRSN vs OUST
-64.1%
+114.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +14.0% | -15.1% | -1.6% |
| 7D | +0.5% | +17.0% | -16.5% | -0.2% |
| 30D | +4.9% | -16.5% | +21.4% | +5.4% |
| 3M | +5.8% | -23.7% | +29.5% | +6.5% |
| 6M | +12.6% | +18.4% | -5.8% | +9.3% |
| YTD | +28.2% | +60.8% | -32.6% | +21.9% |
| 1Y | +30.4% | +44.2% | -13.8% | +24.4% |
| 3Y | +54.6% | +668.1% | -613.5% | +24.5% |
| 5Y | +35.1% | -48.8% | +83.9% | +23.1% |
| All | +50.0% | -64.1% | +114.1% | +41.4% |
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 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