-53.8%
OUST vs ARMK
+144.6%
-198.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.5% | +2.4% |
| 7D | +5.2% | -2.4% | +7.6% | +7.2% |
| 30D | -19.3% | 0.0% | -19.3% | -19.0% |
| 3M | -22.6% | +6.7% | -29.3% | -26.3% |
| 6M | +62.8% | +38.8% | +24.0% | +27.4% |
| YTD | +68.3% | +55.2% | +13.2% | +19.8% |
| 1Y | +28.5% | +46.6% | -18.1% | -3.8% |
| 3Y | +554.0% | +112.9% | +441.1% | +258.6% |
| All | -53.8% | +144.6% | -198.4% | -77.3% |
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