-64.1%
OUST vs REPL
-14.9%
-49.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +8.0% | +6.0% | +13.3% |
| 7D | +17.0% | +22.8% | -5.8% | +14.8% |
| 30D | -16.5% | +63.8% | -80.3% | -20.5% |
| 3M | -23.7% | +68.1% | -91.8% | -27.7% |
| 6M | +18.4% | +528.5% | -510.1% | -6.5% |
| YTD | +60.8% | +122.4% | -61.6% | +31.4% |
| 1Y | +44.2% | +154.4% | -110.2% | +16.3% |
| 3Y | +668.1% | +68.0% | +600.1% | +366.0% |
| 5Y | -48.8% | -35.4% | -13.5% | -62.8% |
| All | -64.1% | -14.9% | -49.2% | -74.0% |
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