-62.4%
OUST vs ARMK
+196.8%
-259.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.5% | +2.3% |
| 7D | +5.2% | -2.4% | +7.6% | +7.0% |
| 30D | -19.3% | 0.0% | -19.3% | -19.0% |
| 3M | -22.6% | +6.7% | -29.3% | -25.8% |
| 6M | +62.8% | +38.8% | +24.0% | +31.8% |
| YTD | +68.3% | +55.2% | +13.2% | +25.6% |
| 1Y | +28.5% | +46.6% | -18.1% | +0.3% |
| 3Y | +554.0% | +112.9% | +441.1% | +297.7% |
| 5Y | -56.2% | +144.0% | -200.2% | -75.4% |
| All | -62.4% | +196.8% | -259.3% | -78.7% |
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