-55.1%
OUST vs ARWR
-29.8%
-25.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -6.8% | -2.2% | -6.4% |
| 7D | -5.0% | -5.0% | 0.0% | -2.9% |
| 30D | -32.0% | -6.6% | -25.4% | -29.9% |
| 3M | -32.4% | -33.9% | +1.5% | -21.0% |
| 6M | +6.7% | -23.3% | +30.0% | +16.8% |
| YTD | +41.0% | -13.5% | +54.5% | +46.4% |
| 1Y | +18.0% | +42.5% | -24.6% | -0.1% |
| 3Y | +560.6% | +104.1% | +456.5% | +326.3% |
| 5Y | -55.1% | -28.8% | -26.3% | -63.5% |
| All | -55.1% | -29.8% | -25.3% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling