+77.1%
CARR vs OUST
-64.1%
+141.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +14.0% | -15.6% | -2.8% |
| 7D | -2.3% | +17.0% | -19.3% | -3.8% |
| 30D | -4.4% | -16.5% | +12.1% | -3.3% |
| 3M | -17.8% | -23.7% | +5.9% | -16.5% |
| 6M | -22.2% | +18.4% | -40.6% | -25.6% |
| YTD | +0.7% | +60.8% | -60.1% | -7.0% |
| 1Y | -5.9% | +44.2% | -50.1% | -12.5% |
| 3Y | +8.6% | +668.1% | -659.5% | -18.6% |
| 5Y | +6.7% | -48.8% | +55.6% | -10.3% |
| All | +77.1% | -64.1% | +141.2% | +46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling