-62.4%
OUST vs ARWR
+79.1%
-141.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.8% | +1.7% |
| 7D | +5.2% | +1.7% | +3.5% | +4.6% |
| 30D | -19.3% | -0.7% | -18.6% | -19.1% |
| 3M | -22.6% | +14.9% | -37.5% | -27.0% |
| 6M | +62.8% | +32.6% | +30.2% | +45.3% |
| YTD | +68.3% | +30.0% | +38.3% | +50.5% |
| 1Y | +28.5% | +208.4% | -179.8% | -18.1% |
| 3Y | +554.0% | +208.8% | +345.2% | +266.1% |
| 5Y | -56.2% | +27.8% | -84.0% | -68.8% |
| All | -62.4% | +79.1% | -141.5% | -73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling