+8.6%
CARR vs OUST
+626.4%
-617.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +14.0% | -15.6% | -2.8% |
| 7D | -2.3% | +17.0% | -19.3% | -3.9% |
| 30D | -4.4% | -16.5% | +12.1% | -3.2% |
| 3M | -17.8% | -23.7% | +5.9% | -16.4% |
| 6M | -22.2% | +18.4% | -40.6% | -25.7% |
| YTD | +0.7% | +60.8% | -60.1% | -7.5% |
| 1Y | -5.9% | +44.2% | -50.1% | -12.9% |
| 3Y | +8.6% | +668.1% | -659.5% | -21.3% |
| All | +8.6% | +626.4% | -617.8% | -21.3% |
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 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