-63.1%
W vs OUST
-56.2%
-7.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.9% | +2.1% |
| 7D | -4.2% | +5.2% | -9.4% | -5.5% |
| 30D | -7.6% | -19.3% | +11.7% | -2.7% |
| 3M | +37.2% | -22.6% | +59.8% | +39.0% |
| 6M | +26.3% | +62.8% | -36.5% | -1.1% |
| YTD | -1.0% | +68.3% | -69.3% | -24.0% |
| 1Y | +20.1% | +28.5% | -8.5% | -5.8% |
| 3Y | +37.8% | +554.0% | -516.2% | -53.8% |
| All | -63.1% | -56.2% | -7.0% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling