+675.3%
OUST vs REPL
+100.5%
+574.7%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.6% | -5.5% | -1.2% |
| 7D | +31.9% | +12.7% | +19.1% | +31.1% |
| 30D | -4.2% | +73.5% | -77.7% | -7.2% |
| 3M | -9.3% | +70.3% | -79.6% | -12.2% |
| 6M | +51.7% | +472.0% | -420.3% | +34.3% |
| YTD | +76.6% | +139.5% | -62.9% | +57.6% |
| 1Y | +48.9% | +167.3% | -118.4% | +32.4% |
| 3Y | +675.3% | +109.5% | +565.7% | +510.7% |
| All | +675.3% | +100.5% | +574.7% | +510.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling