+48.8%
OUST vs REPL
+144.6%
-95.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.4% | -8.1% | -8.5% |
| 7D | -3.8% | +1.2% | -5.0% | -3.9% |
| 30D | +5.1% | +92.2% | -87.1% | -0.9% |
| 3M | -25.8% | +44.1% | -69.9% | -28.4% |
| 6M | -2.0% | +313.0% | -315.0% | -17.3% |
| YTD | +54.7% | +125.2% | -70.5% | +25.4% |
| 1Y | +48.8% | +143.8% | -95.0% | +15.7% |
| All | +48.8% | +144.6% | -95.8% | +15.7% |
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