+21.2%
OUST vs REPL
+125.1%
-104.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +0.2% | +15.5% | +15.7% |
| 7D | -0.2% | +28.8% | -29.0% | -2.5% |
| 30D | -24.0% | +57.3% | -81.3% | -27.1% |
| 3M | -29.9% | +73.6% | -103.5% | -33.5% |
| 6M | +19.1% | +582.8% | -563.7% | -0.8% |
| YTD | +55.0% | +112.9% | -57.9% | +26.3% |
| 1Y | +21.2% | +130.7% | -109.5% | -8.6% |
| All | +21.2% | +125.1% | -104.0% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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