+37.2%
VRSN vs OUST
-45.2%
+82.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.2% | +14.0% | -15.2% | -1.8% |
| 30D | +3.8% | +2.5% | +1.2% | +3.4% |
| 3M | +9.5% | -15.3% | +24.8% | +9.8% |
| 6M | +10.3% | +42.6% | -32.4% | +6.1% |
| YTD | +30.5% | +76.6% | -46.1% | +23.2% |
| 1Y | +27.9% | +54.1% | -26.2% | +21.4% |
| 3Y | +54.3% | +675.3% | -621.0% | +21.8% |
| 5Y | +37.2% | -45.1% | +82.3% | +39.5% |
| All | +37.2% | -45.2% | +82.4% | +39.5% |
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