-3.3%
OUST vs IRE
-98.0%
+94.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -33.9% | +24.9% | -1.9% |
| 7D | -5.0% | -57.1% | +52.1% | +9.8% |
| 30D | -32.0% | -84.4% | +52.4% | -4.3% |
| 3M | -32.4% | -85.0% | +52.6% | -7.0% |
| 6M | +6.7% | -95.2% | +102.0% | +68.9% |
| YTD | +41.0% | -93.9% | +135.0% | +85.2% |
| 1Y | +18.0% | -98.8% | +116.8% | +91.5% |
| All | -3.3% | -98.0% | +94.7% | +41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling