+15.4%
OUST vs IRE
-84.4%
+99.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +14.0% | -12.3% | -1.2% |
| 7D | +5.2% | +54.8% | -49.6% | -4.2% |
| 30D | -19.3% | +18.4% | -37.7% | -23.9% |
| 3M | -22.6% | -66.7% | +44.1% | -11.4% |
| 6M | +62.8% | -52.3% | +115.1% | +60.3% |
| YTD | +68.3% | -52.3% | +120.7% | +51.4% |
| All | +15.4% | -84.4% | +99.9% | +15.4% |
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