-65.5%
OUST vs RACE
+136.5%
-202.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +1.4% | -9.9% | -9.4% |
| 7D | -3.8% | -1.2% | -2.6% | -3.0% |
| 30D | +5.1% | +6.1% | -1.1% | +1.2% |
| 3M | -25.8% | -0.3% | -25.5% | -25.6% |
| 6M | -2.0% | +23.4% | -25.4% | -15.6% |
| YTD | +54.7% | +12.5% | +42.2% | +39.4% |
| 1Y | +48.8% | -0.5% | +49.3% | +46.2% |
| 3Y | +607.8% | +23.6% | +584.2% | +393.6% |
| 5Y | -52.7% | +65.4% | -118.1% | -77.1% |
| All | -65.5% | +136.5% | -202.0% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling