+573.7%
OUST vs CASY
+154.8%
+419.0%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +2.2% | -11.2% | -9.4% |
| 7D | -5.0% | +1.8% | -6.9% | -5.3% |
| 30D | -32.0% | +11.2% | -43.2% | -33.6% |
| 3M | -32.4% | -19.1% | -13.3% | -29.6% |
| 6M | +6.7% | -19.9% | +26.6% | +11.3% |
| YTD | +41.0% | +25.2% | +15.9% | +26.4% |
| 1Y | +18.0% | +31.6% | -13.6% | +3.7% |
| All | +573.7% | +154.8% | +419.0% | +369.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling