-53.2%
XYZ vs OUST
-65.4%
+12.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +15.7% | -0.4% | +11.9% |
| 7D | +16.5% | -0.2% | +16.7% | +16.5% |
| 30D | +15.0% | -24.0% | +38.9% | +21.0% |
| 3M | +3.5% | -29.9% | +33.4% | +9.9% |
| 6M | +21.9% | +19.1% | +2.7% | +6.6% |
| YTD | +34.6% | +55.0% | -20.4% | +8.4% |
| 1Y | +20.7% | +21.2% | -0.4% | +2.1% |
| 3Y | +80.0% | +626.0% | -546.0% | -25.4% |
| 5Y | -64.6% | -51.6% | -13.0% | -72.1% |
| All | -53.2% | -65.4% | +12.2% | -61.6% |
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 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