+19.1%
OUST vs ARWR
-16.6%
+35.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +3.6% | +12.2% | +13.9% |
| 7D | -0.2% | +2.4% | -2.6% | -1.2% |
| 30D | -24.0% | -1.1% | -22.9% | -23.4% |
| 3M | -29.9% | -31.2% | +1.3% | -17.7% |
| 6M | +19.1% | -19.3% | +38.4% | +31.3% |
| All | +19.1% | -16.6% | +35.7% | +31.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling