-60.6%
OUST vs ARWR
+1.6%
-62.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +31.9% | -17.7% | +49.6% | +40.5% |
| 30D | -4.2% | -21.9% | +17.7% | +4.3% |
| 3M | -9.3% | -44.5% | +35.2% | +11.4% |
| 6M | +51.7% | -32.6% | +84.3% | +72.0% |
| YTD | +76.6% | -26.2% | +102.8% | +92.1% |
| 1Y | +48.9% | +23.0% | +25.9% | +32.1% |
| 3Y | +675.3% | +81.8% | +593.5% | +423.0% |
| 5Y | -44.0% | -36.0% | -8.0% | -49.4% |
| All | -60.6% | +1.6% | -62.2% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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