-53.8%
OUST vs CASY
+276.6%
-330.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | +5.2% | +0.1% | +5.1% | +5.2% |
| 30D | -19.3% | -11.3% | -7.9% | -17.0% |
| 3M | -22.6% | -0.6% | -22.0% | -23.9% |
| 6M | +62.8% | +10.7% | +52.1% | +54.6% |
| YTD | +68.3% | +37.1% | +31.2% | +49.5% |
| 1Y | +28.5% | +52.3% | -23.8% | +9.5% |
| 3Y | +554.0% | +215.2% | +338.9% | +343.2% |
| All | -53.8% | +276.6% | -330.5% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling