-64.1%
OUST vs ARWR
+20.6%
-84.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +1.2% | +12.8% | +13.6% |
| 7D | +17.0% | -2.9% | +19.9% | +18.7% |
| 30D | -16.5% | -5.4% | -11.1% | -14.3% |
| 3M | -23.7% | -32.2% | +8.6% | -11.9% |
| 6M | +18.4% | -26.5% | +44.9% | +31.5% |
| YTD | +60.8% | -12.4% | +73.2% | +66.2% |
| 1Y | +44.2% | +46.9% | -2.7% | +21.2% |
| 3Y | +668.1% | +116.0% | +552.1% | +392.6% |
| 5Y | -48.8% | -28.0% | -20.9% | -55.2% |
| All | -64.1% | +20.6% | -84.8% | -70.5% |
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