-60.2%
OUST vs CASY
+289.9%
-350.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.7% | +10.2% | +10.7% |
| 7D | +36.7% | +3.6% | +33.1% | +35.8% |
| 30D | -3.3% | +7.2% | -10.5% | -4.9% |
| 3M | -11.1% | -16.9% | +5.8% | -8.1% |
| 6M | +53.1% | -19.3% | +72.4% | +58.2% |
| YTD | +78.2% | +25.6% | +52.6% | +63.3% |
| 1Y | +50.0% | +30.2% | +19.9% | +35.8% |
| 3Y | +836.2% | +154.9% | +681.3% | +609.6% |
| 5Y | -50.0% | +252.1% | -302.1% | -65.4% |
| All | -60.2% | +289.9% | -350.1% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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