-62.3%
OUST vs INVH
+7.4%
-69.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.4% | -3.7% |
| 7D | +19.9% | -3.3% | +23.2% | +22.2% |
| 30D | +3.6% | +0.2% | +3.4% | +3.1% |
| 3M | -20.6% | -9.5% | -11.1% | -16.4% |
| 6M | +35.1% | -4.3% | +39.4% | +34.8% |
| YTD | +69.1% | -0.8% | +70.0% | +62.7% |
| 1Y | +49.9% | -3.6% | +53.6% | +46.8% |
| 3Y | +642.4% | -5.8% | +648.2% | +634.9% |
| 5Y | -48.3% | -22.3% | -26.1% | -44.1% |
| All | -62.3% | +7.4% | -69.7% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling