+577.1%
OUST vs CAPR
+40.5%
+536.6%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.6% |
| 7D | +5.2% | -2.0% | +7.2% | +5.3% |
| 30D | -19.3% | +139.2% | -158.4% | -21.9% |
| 3M | -22.6% | -66.4% | +43.7% | -21.7% |
| 6M | +62.8% | -63.1% | +125.9% | +64.3% |
| YTD | +68.3% | -67.4% | +135.8% | +70.4% |
| 1Y | +28.5% | +58.2% | -29.7% | +14.6% |
| All | +577.1% | +40.5% | +536.6% | +318.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling