+10.3%
OUST vs IRE
-97.2%
+107.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +39.6% | -25.6% | +5.5% |
| 7D | +17.0% | -27.2% | +44.2% | +20.1% |
| 30D | -16.5% | -75.1% | +58.6% | +5.9% |
| 3M | -23.7% | -77.9% | +54.2% | -3.8% |
| 6M | +18.4% | -94.6% | +113.0% | +81.2% |
| YTD | +60.8% | -91.5% | +152.3% | +95.5% |
| 1Y | +44.2% | -97.8% | +142.0% | +108.1% |
| All | +10.3% | -97.2% | +107.5% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling