+49.9%
OUST vs CAPR
+65.7%
-15.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -8.7% | +4.5% | -4.0% |
| 7D | +19.9% | +19.1% | +0.9% | +19.3% |
| 30D | +3.6% | +48.8% | -45.2% | +2.5% |
| 3M | -20.6% | +144.4% | -165.0% | -22.6% |
| 6M | +35.1% | -67.5% | +102.6% | +36.0% |
| YTD | +69.1% | -64.5% | +133.6% | +69.7% |
| 1Y | +49.9% | +74.4% | -24.5% | +40.1% |
| All | +49.9% | +65.7% | -15.8% | +40.1% |
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