+51.8%
VRSN vs OUST
-62.3%
+114.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | -0.4% |
| 7D | +0.1% | +19.9% | -19.8% | -0.6% |
| 30D | +3.6% | +3.6% | 0.0% | +3.2% |
| 3M | +10.8% | -20.6% | +31.4% | +11.3% |
| 6M | +9.9% | +35.1% | -25.1% | +6.2% |
| YTD | +29.8% | +69.1% | -39.3% | +23.1% |
| 1Y | +26.3% | +49.9% | -23.6% | +20.3% |
| 3Y | +53.5% | +642.4% | -588.9% | +24.3% |
| 5Y | +34.8% | -48.3% | +83.1% | +22.7% |
| All | +51.8% | -62.3% | +114.1% | +42.9% |
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