-62.4%
OUST vs RACE
+135.8%
-198.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.9% |
| 7D | +5.2% | -2.5% | +7.7% | +7.0% |
| 30D | -19.3% | +0.8% | -20.0% | -19.8% |
| 3M | -22.6% | +17.2% | -39.8% | -30.5% |
| 6M | +62.8% | +13.6% | +49.2% | +47.9% |
| YTD | +68.3% | +12.2% | +56.1% | +51.7% |
| 1Y | +28.5% | -16.3% | +44.8% | +40.4% |
| 3Y | +554.0% | +36.4% | +517.6% | +311.1% |
| 5Y | -56.2% | +95.0% | -151.2% | -80.8% |
| All | -62.4% | +135.8% | -198.2% | -84.3% |
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