+44.2%
OUST vs ARMK
+40.7%
+3.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +4.5% | +9.6% | +10.3% |
| 7D | +17.0% | -2.6% | +19.6% | +18.8% |
| 30D | -16.5% | -5.2% | -11.3% | -13.0% |
| 3M | -23.7% | -6.5% | -17.2% | -18.9% |
| 6M | +18.4% | +15.3% | +3.1% | +10.6% |
| YTD | +60.8% | +43.6% | +17.2% | +35.8% |
| 1Y | +44.2% | +42.1% | +2.1% | +22.1% |
| All | +44.2% | +40.7% | +3.5% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling