-64.1%
OUST vs CAPR
+83.3%
-147.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +4.7% | +9.4% | +13.8% |
| 7D | +17.0% | +41.1% | -24.1% | +15.3% |
| 30D | -16.5% | +11.1% | -27.6% | -16.9% |
| 3M | -23.7% | +115.3% | -139.0% | -26.8% |
| 6M | +18.4% | -73.8% | +92.2% | +21.3% |
| YTD | +60.8% | -68.8% | +129.6% | +63.3% |
| 1Y | +44.2% | +43.3% | +0.9% | +23.6% |
| 3Y | +668.1% | +214.7% | +453.4% | +384.8% |
| 5Y | -48.8% | +141.3% | -190.1% | -70.3% |
| All | -64.1% | +83.3% | -147.4% | -77.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling