-68.9%
XYZ vs OUST
-56.2%
-12.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.1% |
| 7D | -1.0% | +5.2% | -6.2% | -2.0% |
| 30D | -1.7% | -19.3% | +17.5% | +2.5% |
| 3M | +16.7% | -22.6% | +39.4% | +17.1% |
| 6M | +26.9% | +62.8% | -35.9% | +2.5% |
| YTD | +27.1% | +68.3% | -41.2% | +0.7% |
| 1Y | +9.3% | +28.5% | -19.3% | -10.5% |
| 3Y | +42.3% | +554.0% | -511.8% | -42.2% |
| All | -68.9% | -56.2% | -12.7% | -66.3% |
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 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