-62.4%
OUST vs CASY
+325.5%
-388.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.3% |
| 3M | -22.6% | -0.6% | -22.0% | -23.8% |
| 6M | +62.8% | +10.7% | +52.1% | +55.8% |
| YTD | +68.3% | +37.1% | +31.2% | +52.1% |
| 1Y | +28.5% | +52.3% | -23.8% | +12.1% |
| 3Y | +554.0% | +215.2% | +338.9% | +377.3% |
| 5Y | -56.2% | +276.5% | -332.7% | -70.2% |
| All | -62.4% | +325.5% | -388.0% | -74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling