+21.2%
OUST vs CAPR
+47.4%
-26.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +8.3% | +7.5% | +15.5% |
| 7D | -0.2% | +43.2% | -43.4% | -1.0% |
| 30D | -24.0% | +14.7% | -38.6% | -24.3% |
| 3M | -29.9% | +113.9% | -143.8% | -31.3% |
| 6M | +19.1% | -73.4% | +92.5% | +20.5% |
| YTD | +55.0% | -69.1% | +124.1% | +56.1% |
| 1Y | +21.2% | +47.2% | -26.0% | +12.0% |
| All | +21.2% | +47.4% | -26.3% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling