+41.9%
VRSN vs OUST
-62.4%
+104.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.5% |
| 7D | +0.1% | +5.2% | -5.2% | -0.1% |
| 30D | -0.2% | -19.3% | +19.1% | +0.5% |
| 3M | -0.3% | -22.6% | +22.3% | -0.3% |
| 6M | +23.0% | +62.8% | -39.8% | +17.6% |
| YTD | +21.3% | +68.3% | -47.0% | +15.5% |
| 1Y | +6.7% | +28.5% | -21.8% | +2.3% |
| 3Y | +45.0% | +554.0% | -509.1% | +18.4% |
| 5Y | +35.0% | -56.2% | +91.2% | +23.9% |
| All | +41.9% | -62.4% | +104.4% | +34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling