+44.2%
OUST vs CASY
+32.0%
+12.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.3% | +14.3% | +14.0% |
| 7D | +17.0% | +1.1% | +15.9% | +17.0% |
| 30D | -16.5% | +8.7% | -25.2% | -16.7% |
| 3M | -23.7% | -17.3% | -6.3% | -22.7% |
| 6M | +18.4% | -19.7% | +38.1% | +24.5% |
| YTD | +60.8% | +24.8% | +36.0% | +46.5% |
| 1Y | +44.2% | +31.9% | +12.3% | +32.2% |
| All | +44.2% | +32.0% | +12.2% | +32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling