+673.8%
OUST vs INVH
-5.0%
+678.8%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.4% | -3.9% |
| 7D | +19.9% | -3.3% | +23.2% | +21.3% |
| 30D | +3.6% | +0.2% | +3.4% | +3.2% |
| 3M | -20.6% | -9.5% | -11.1% | -17.9% |
| 6M | +35.1% | -4.3% | +39.4% | +33.8% |
| YTD | +69.1% | -0.8% | +70.0% | +62.4% |
| 1Y | +49.9% | -3.6% | +53.6% | +47.2% |
| All | +673.8% | -5.0% | +678.8% | +556.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling