+668.1%
OUST vs ARWR
+105.6%
+562.5%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +1.2% | +12.8% | +13.6% |
| 7D | +17.0% | -2.9% | +19.9% | +18.6% |
| 30D | -16.5% | -5.4% | -11.1% | -14.4% |
| 3M | -23.7% | -32.2% | +8.6% | -12.8% |
| 6M | +18.4% | -26.5% | +44.9% | +30.7% |
| YTD | +60.8% | -12.4% | +73.2% | +66.4% |
| 1Y | +44.2% | +46.9% | -2.7% | +24.1% |
| 3Y | +668.1% | +116.0% | +552.1% | +412.1% |
| All | +668.1% | +105.6% | +562.5% | +412.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling