-68.5%
OUST vs CAPR
+75.2%
-143.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -3.6% | -5.4% | -8.8% |
| 7D | -5.0% | +29.7% | -34.8% | -6.1% |
| 30D | -32.0% | +11.0% | -43.0% | -32.4% |
| 3M | -32.4% | +118.8% | -151.2% | -35.2% |
| 6M | +6.7% | -73.9% | +80.6% | +9.3% |
| YTD | +41.0% | -70.2% | +111.2% | +43.5% |
| 1Y | +18.0% | +38.3% | -20.3% | +1.2% |
| 3Y | +560.6% | +199.7% | +361.0% | +317.9% |
| 5Y | -55.1% | +130.6% | -185.7% | -73.9% |
| All | -68.5% | +75.2% | -143.7% | -80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling