+872.5%
AR vs OUST
-64.1%
+936.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +14.0% | -14.8% | -1.8% |
| 7D | -14.3% | +17.0% | -31.3% | -15.4% |
| 30D | +1.4% | -16.5% | +17.9% | +2.3% |
| 3M | +3.4% | -23.7% | +27.0% | +4.6% |
| 6M | -2.1% | +18.4% | -20.4% | -7.0% |
| YTD | +4.7% | +60.8% | -56.1% | -4.6% |
| 1Y | +10.6% | +44.2% | -33.6% | +1.5% |
| 3Y | +24.6% | +668.1% | -643.5% | -11.4% |
| 5Y | +71.9% | -48.8% | +120.7% | +59.1% |
| All | +872.5% | -64.1% | +936.6% | +907.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling