-62.2%
W vs OUST
-65.5%
+3.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.5% | +8.9% | +2.6% |
| 7D | +0.2% | -3.8% | +3.9% | +1.0% |
| 30D | +6.8% | +5.1% | +1.8% | +4.5% |
| 3M | +10.7% | -25.8% | +36.5% | +16.5% |
| 6M | +86.3% | -2.0% | +88.4% | +72.7% |
| YTD | +11.5% | +54.7% | -43.3% | -12.2% |
| 1Y | +5.1% | +48.8% | -43.7% | -17.3% |
| 3Y | +171.0% | +607.8% | -436.8% | +0.5% |
| 5Y | -56.6% | -52.7% | -3.9% | -70.9% |
| All | -62.2% | -65.5% | +3.3% | -74.8% |
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