-51.3%
OUST vs RACE
+65.0%
-116.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.5% | +15.5% | +15.0% |
| 7D | +17.0% | +5.1% | +11.9% | +13.6% |
| 30D | -16.5% | +7.7% | -24.2% | -20.3% |
| 3M | -23.7% | +2.2% | -25.8% | -24.7% |
| 6M | +18.4% | +23.8% | -5.4% | +1.6% |
| YTD | +60.8% | +13.9% | +46.9% | +43.5% |
| 1Y | +44.2% | +3.8% | +40.4% | +37.7% |
| 3Y | +668.1% | +28.0% | +640.1% | +391.9% |
| All | -51.3% | +65.0% | -116.3% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling