-0.2%
W vs OUST
+46.4%
-46.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.2% | +1.7% | -1.8% |
| 7D | -1.7% | +19.9% | -21.6% | -5.0% |
| 30D | +3.2% | +3.6% | -0.4% | +1.9% |
| 3M | +8.3% | -20.6% | +28.9% | +10.8% |
| 6M | +84.3% | +35.1% | +49.2% | +65.0% |
| YTD | +11.0% | +69.1% | -58.1% | -8.5% |
| 1Y | -0.2% | +49.9% | -50.2% | -17.3% |
| All | -0.2% | +46.4% | -46.6% | -17.3% |
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