-65.5%
OUST vs ARMK
+182.0%
-247.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.1% | -8.6% | -8.6% |
| 7D | -3.8% | +2.7% | -6.4% | -5.4% |
| 30D | +5.1% | -1.5% | +6.5% | +6.4% |
| 3M | -25.8% | -11.6% | -14.3% | -18.8% |
| 6M | -2.0% | +6.7% | -8.8% | -5.7% |
| YTD | +54.7% | +47.4% | +7.3% | +19.9% |
| 1Y | +48.8% | +41.5% | +7.3% | +18.4% |
| 3Y | +607.8% | +95.5% | +512.3% | +354.4% |
| 5Y | -52.7% | +108.4% | -161.1% | -71.5% |
| All | -65.5% | +182.0% | -247.5% | -79.7% |
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