-60.6%
OUST vs REPL
-14.3%
-46.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.4% | +0.6% |
| 7D | +14.0% | +5.3% | +8.7% | +13.5% |
| 30D | +2.5% | +66.6% | -64.1% | -2.5% |
| 3M | -15.3% | +59.6% | -74.9% | -19.4% |
| 6M | +42.6% | +482.4% | -439.7% | +13.6% |
| YTD | +76.6% | +124.1% | -47.5% | +44.3% |
| 1Y | +54.1% | +138.6% | -84.5% | +25.1% |
| 3Y | +675.3% | +96.0% | +579.2% | +352.5% |
| 5Y | -45.1% | -35.4% | -9.7% | -60.0% |
| All | -60.6% | -14.3% | -46.3% | -71.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling