+18.0%
OUST vs RACE
+5.8%
+12.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.3% | -6.7% | -8.1% |
| 7D | -5.0% | +5.7% | -10.7% | -6.5% |
| 30D | -32.0% | +9.3% | -41.3% | -33.9% |
| 3M | -32.4% | +3.8% | -36.2% | -32.9% |
| 6M | +6.7% | +29.8% | -23.1% | -1.1% |
| YTD | +41.0% | +15.6% | +25.4% | +35.9% |
| 1Y | +18.0% | +5.1% | +12.9% | +22.8% |
| All | +18.0% | +5.8% | +12.2% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling