-61.7%
W vs OUST
-68.5%
+6.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -9.0% | +0.8% | -5.9% |
| 7D | -5.6% | -5.0% | -0.6% | -4.3% |
| 30D | +7.5% | -32.0% | +39.6% | +17.7% |
| 3M | +5.4% | -32.4% | +37.8% | +14.0% |
| 6M | +79.4% | +6.7% | +72.7% | +60.4% |
| YTD | +12.9% | +41.0% | -28.1% | -8.4% |
| 1Y | +12.4% | +18.0% | -5.6% | -5.4% |
| 3Y | +128.5% | +560.6% | -432.1% | -13.9% |
| 5Y | -54.0% | -55.1% | +1.2% | -68.3% |
| All | -61.7% | -68.5% | +6.8% | -73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling