-50.0%
OUST vs ARMK
+107.5%
-157.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +4.2% | +6.7% | +7.4% |
| 7D | +36.7% | +0.9% | +35.8% | +35.7% |
| 30D | -3.3% | -0.4% | -3.0% | -2.8% |
| 3M | -11.1% | -2.0% | -9.2% | -9.2% |
| 6M | +53.1% | +22.0% | +31.1% | +31.5% |
| YTD | +78.2% | +49.6% | +28.6% | +29.3% |
| 1Y | +50.0% | +46.4% | +3.7% | +10.5% |
| 3Y | +836.2% | +103.2% | +733.0% | +418.5% |
| 5Y | -50.0% | +108.1% | -158.1% | -76.1% |
| All | -50.0% | +107.5% | -157.5% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling