+21.2%
OUST vs IRE
-97.6%
+118.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | -23.2% | +39.0% | +20.5% |
| 7D | -0.2% | -46.8% | +46.6% | +11.1% |
| 30D | -24.0% | -75.5% | +51.5% | -2.0% |
| 3M | -29.9% | -79.4% | +49.5% | -9.1% |
| 6M | +19.1% | -91.3% | +110.4% | +67.1% |
| YTD | +55.0% | -90.8% | +145.8% | +90.6% |
| 1Y | +21.2% | -97.7% | +118.9% | +66.7% |
| All | +21.2% | -97.6% | +118.7% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling