+261.2%
ARM vs OUST
+600.2%
-339.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +15.7% | -21.0% | -9.4% |
| 7D | -18.7% | -0.2% | -18.5% | -19.0% |
| 30D | -36.7% | -24.0% | -12.7% | -32.4% |
| 3M | -31.6% | -29.9% | -1.7% | -25.7% |
| 6M | -5.6% | +19.1% | -24.8% | -11.7% |
| YTD | +75.5% | +55.0% | +20.5% | +52.9% |
| 1Y | +19.3% | +21.2% | -1.8% | +8.7% |
| All | +261.2% | +600.2% | -339.0% | +93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling