-64.1%
OUST vs ARMK
+174.7%
-238.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +4.5% | +9.6% | +10.9% |
| 7D | +17.0% | -2.6% | +19.6% | +19.0% |
| 30D | -16.5% | -5.2% | -11.3% | -13.3% |
| 3M | -23.7% | -6.5% | -17.2% | -19.7% |
| 6M | +18.4% | +15.3% | +3.1% | +8.6% |
| YTD | +60.8% | +43.6% | +17.2% | +26.7% |
| 1Y | +44.2% | +42.1% | +2.1% | +14.2% |
| 3Y | +668.1% | +94.0% | +574.1% | +396.8% |
| 5Y | -48.8% | +96.3% | -145.1% | -68.3% |
| All | -64.1% | +174.7% | -238.8% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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