+573.7%
OUST vs ARMK
+83.8%
+490.0%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -3.9% | -5.1% | -5.9% |
| 7D | -5.0% | -10.2% | +5.2% | +3.2% |
| 30D | -32.0% | -9.3% | -22.8% | -26.7% |
| 3M | -32.4% | -11.4% | -21.0% | -25.4% |
| 6M | +6.7% | +11.6% | -4.9% | -0.9% |
| YTD | +41.0% | +37.5% | +3.6% | +11.1% |
| 1Y | +18.0% | +34.9% | -16.9% | -5.8% |
| All | +573.7% | +83.8% | +490.0% | +339.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling