-60.6%
OUST vs ARMK
+183.4%
-244.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.2% |
| 7D | +31.9% | -0.7% | +32.6% | +32.6% |
| 30D | -4.2% | -1.3% | -2.9% | -3.0% |
| 3M | -9.3% | -2.5% | -6.8% | -7.2% |
| 6M | +51.7% | +20.8% | +30.9% | +34.7% |
| YTD | +76.6% | +48.2% | +28.4% | +36.4% |
| 1Y | +48.9% | +45.7% | +3.2% | +16.0% |
| 3Y | +675.3% | +96.6% | +578.7% | +396.0% |
| 5Y | -44.0% | +106.6% | -150.6% | -66.2% |
| All | -60.6% | +183.4% | -244.0% | -76.9% |
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