+13.2%
W vs OUST
+32.6%
-19.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +14.0% | -15.5% | -4.0% |
| 7D | -3.6% | +17.0% | -20.6% | -6.4% |
| 30D | +7.0% | -16.5% | +23.5% | +9.4% |
| 3M | +7.4% | -23.7% | +31.0% | +10.7% |
| 6M | +69.3% | +18.4% | +50.9% | +54.2% |
| YTD | +11.3% | +60.8% | -49.5% | -8.5% |
| 1Y | +13.2% | +44.2% | -31.0% | -5.8% |
| All | +13.2% | +32.6% | -19.3% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling