+80.3%
CARR vs OUST
-60.2%
+140.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.8% | -9.0% | +0.9% |
| 7D | -3.3% | +36.7% | -40.0% | -6.1% |
| 30D | -3.6% | -3.3% | -0.3% | -3.8% |
| 3M | -16.3% | -11.1% | -5.2% | -16.2% |
| 6M | -19.6% | +53.1% | -72.6% | -24.6% |
| YTD | +2.5% | +78.2% | -75.7% | -6.2% |
| 1Y | -5.8% | +50.0% | -55.8% | -12.7% |
| 3Y | +10.2% | +836.2% | -826.0% | -18.7% |
| 5Y | +4.7% | -50.0% | +54.6% | -12.6% |
| All | +80.3% | -60.2% | +140.6% | +47.8% |
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