-65.4%
OUST vs RACE
+148.7%
-214.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +4.3% | +11.5% | +13.0% |
| 7D | -0.2% | +9.9% | -10.1% | -5.9% |
| 30D | -24.0% | +12.8% | -36.8% | -29.6% |
| 3M | -29.9% | +7.4% | -37.3% | -33.0% |
| 6M | +19.1% | +27.6% | -8.5% | +0.4% |
| YTD | +55.0% | +18.4% | +36.6% | +35.2% |
| 1Y | +21.2% | +9.5% | +11.6% | +11.5% |
| 3Y | +626.0% | +33.9% | +592.1% | +375.5% |
| 5Y | -51.6% | +74.9% | -126.5% | -77.4% |
| All | -65.4% | +148.7% | -214.2% | -86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling