-66.4%
W vs OUST
-62.4%
-4.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.9% | +2.1% |
| 7D | -4.2% | +5.2% | -9.4% | -5.4% |
| 30D | -7.6% | -19.3% | +11.7% | -3.0% |
| 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% | -22.1% |
| 1Y | +20.1% | +28.5% | -8.5% | -3.5% |
| 3Y | +37.8% | +554.0% | -516.2% | -46.6% |
| 5Y | -63.7% | -56.2% | -7.4% | -75.3% |
| All | -66.4% | -62.4% | -4.0% | -77.7% |
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