+39.3%
IYR vs OUST
+537.2%
-497.9%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.0% | +7.3% | -1.5% |
| 7D | +2.8% | -5.0% | +7.8% | +2.9% |
| 30D | +7.3% | -32.0% | +39.4% | +8.3% |
| 3M | -2.0% | -32.4% | +30.3% | -1.2% |
| 6M | +1.5% | +6.7% | -5.2% | -0.4% |
| YTD | +10.5% | +41.0% | -30.5% | +6.7% |
| 1Y | +10.5% | +18.0% | -7.4% | +7.3% |
| All | +39.3% | +537.2% | -497.9% | +12.7% |
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