-65.5%
OUST vs ARWR
-0.9%
-64.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +1.3% | -9.9% | -9.0% |
| 7D | -3.8% | -17.8% | +14.1% | +2.2% |
| 30D | +5.1% | -18.1% | +23.2% | +12.2% |
| 3M | -25.8% | -44.2% | +18.4% | -9.1% |
| 6M | -2.0% | -38.6% | +36.6% | +15.1% |
| YTD | +54.7% | -28.0% | +82.7% | +69.8% |
| 1Y | +48.8% | +16.1% | +32.7% | +34.8% |
| 3Y | +607.8% | +84.0% | +523.8% | +374.6% |
| 5Y | -52.7% | -35.4% | -17.3% | -57.4% |
| All | -65.5% | -0.9% | -64.6% | -69.8% |
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