+73.3%
AR vs OUST
-56.4%
+129.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.0% | +6.2% | -2.2% |
| 7D | -11.7% | -5.0% | -6.7% | -11.6% |
| 30D | +1.8% | -32.0% | +33.9% | +4.0% |
| 3M | +6.0% | -32.4% | +38.3% | +7.9% |
| 6M | -7.0% | +6.7% | -13.7% | -10.5% |
| YTD | +5.6% | +41.0% | -35.5% | -1.8% |
| 1Y | +10.8% | +18.0% | -7.2% | +4.4% |
| 3Y | +19.3% | +560.6% | -541.3% | -9.7% |
| 5Y | +73.3% | -55.1% | +128.4% | +67.3% |
| All | +73.3% | -56.4% | +129.7% | +67.3% |
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