-65.5%
OUST vs CAPR
+94.1%
-159.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -6.9% | -1.6% | -8.2% |
| 7D | -3.8% | +5.9% | -9.7% | -4.1% |
| 30D | +5.1% | +44.6% | -39.6% | +3.2% |
| 3M | -25.8% | +126.4% | -152.2% | -29.1% |
| 6M | -2.0% | -68.6% | +66.6% | -0.5% |
| YTD | +54.7% | -67.0% | +121.7% | +56.5% |
| 1Y | +48.8% | +65.2% | -16.4% | +26.2% |
| 3Y | +607.8% | +235.6% | +372.3% | +344.5% |
| 5Y | -52.7% | +175.4% | -228.1% | -72.9% |
| All | -65.5% | +94.1% | -159.6% | -78.5% |
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