+142.0%
W vs OUST
+626.4%
-484.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +14.0% | -15.5% | -4.1% |
| 7D | -3.6% | +17.0% | -20.6% | -6.6% |
| 30D | +7.0% | -16.5% | +23.5% | +9.8% |
| 3M | +7.4% | -23.7% | +31.0% | +11.0% |
| 6M | +69.3% | +18.4% | +50.9% | +53.6% |
| YTD | +11.3% | +60.8% | -49.5% | -6.5% |
| 1Y | +13.2% | +44.2% | -31.0% | -3.6% |
| 3Y | +142.0% | +668.1% | -526.1% | +16.0% |
| All | +142.0% | +626.4% | -484.4% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling