+296.4%
ARM vs OUST
+690.2%
-393.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.2% | +3.5% |
| 7D | +5.5% | +5.2% | +0.2% | +4.1% |
| 30D | -8.2% | -19.3% | +11.1% | -3.3% |
| 3M | -35.9% | -22.6% | -13.3% | -33.0% |
| 6M | +103.1% | +62.8% | +40.3% | +76.4% |
| YTD | +130.6% | +68.3% | +62.3% | +96.8% |
| 1Y | +86.1% | +28.5% | +57.5% | +63.6% |
| All | +296.4% | +690.2% | -393.8% | +94.2% |
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