-60.2%
OUST vs CAPR
+100.6%
-160.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +9.4% | +1.4% | +10.4% |
| 7D | +36.7% | +36.0% | +0.6% | +35.0% |
| 30D | -3.3% | +25.8% | -29.1% | -4.3% |
| 3M | -11.1% | +140.8% | -152.0% | -15.2% |
| 6M | +53.1% | -67.6% | +120.6% | +55.4% |
| YTD | +78.2% | -65.9% | +144.1% | +80.3% |
| 1Y | +50.0% | +66.1% | -16.1% | +27.4% |
| 3Y | +836.2% | +256.9% | +579.3% | +485.7% |
| 5Y | -50.0% | +172.1% | -222.1% | -71.2% |
| All | -60.2% | +100.6% | -160.8% | -75.2% |
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