-62.6%
OUST vs INVH
+12.3%
-74.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.2% |
| 7D | +4.0% | -2.3% | +6.3% | +5.5% |
| 30D | -14.0% | -5.7% | -8.3% | -11.2% |
| 3M | -5.9% | -4.5% | -1.4% | -4.7% |
| 6M | +76.4% | +11.0% | +65.4% | +59.4% |
| YTD | +67.5% | +3.7% | +63.8% | +57.4% |
| 1Y | +27.1% | -2.8% | +30.0% | +25.0% |
| 3Y | +619.0% | -7.1% | +626.2% | +625.3% |
| 5Y | -54.9% | -19.4% | -35.5% | -52.2% |
| All | -62.6% | +12.3% | -74.9% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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