-52.1%
OUST vs INVH
-19.3%
-32.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.3% |
| 7D | +12.7% | -3.1% | +15.8% | +15.0% |
| 30D | -13.6% | -7.1% | -6.5% | -9.7% |
| 3M | -8.3% | -3.0% | -5.3% | -8.1% |
| 6M | +85.0% | +10.1% | +74.9% | +66.2% |
| YTD | +73.2% | +3.8% | +69.4% | +61.4% |
| 1Y | +32.5% | -2.1% | +34.6% | +29.1% |
| 3Y | +643.8% | -7.0% | +650.9% | +645.7% |
| 5Y | -52.1% | -20.6% | -31.5% | -49.5% |
| All | -52.1% | -19.3% | -32.8% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling