-55.8%
XYZ vs OUST
-62.4%
+6.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.4% |
| 3M | +16.7% | -22.6% | +39.4% | +17.2% |
| 6M | +26.9% | +62.8% | -35.9% | +3.4% |
| YTD | +27.1% | +68.3% | -41.2% | +1.7% |
| 1Y | +9.3% | +28.5% | -19.3% | -9.7% |
| 3Y | +42.3% | +554.0% | -511.8% | -38.4% |
| 5Y | -69.3% | -56.2% | -13.1% | -75.3% |
| All | -55.8% | -62.4% | +6.6% | -64.0% |
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 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