-62.4%
OUST vs INVH
+13.1%
-75.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +5.2% | -2.9% | +8.1% | +7.0% |
| 30D | -19.3% | -6.9% | -12.3% | -16.0% |
| 3M | -22.6% | -2.7% | -19.9% | -22.9% |
| 6M | +62.8% | +8.2% | +54.6% | +49.9% |
| YTD | +68.3% | +4.5% | +63.9% | +57.5% |
| 1Y | +28.5% | -2.3% | +30.9% | +26.0% |
| 3Y | +554.0% | -7.3% | +561.3% | +561.0% |
| 5Y | -56.2% | -20.5% | -35.7% | -53.6% |
| All | -62.4% | +13.1% | -75.6% | -63.8% |
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