-55.1%
OUST vs REPL
-40.1%
-15.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -3.2% | -5.8% | -8.7% |
| 7D | -5.0% | +15.1% | -20.2% | -6.2% |
| 30D | -32.0% | +51.1% | -83.1% | -34.6% |
| 3M | -32.4% | +69.2% | -101.6% | -35.8% |
| 6M | +6.7% | +597.6% | -590.8% | -14.3% |
| YTD | +41.0% | +106.0% | -64.9% | +18.3% |
| 1Y | +18.0% | +133.3% | -115.4% | -2.1% |
| 3Y | +560.6% | +41.0% | +519.6% | +336.3% |
| 5Y | -55.1% | -40.1% | -15.0% | -68.8% |
| All | -55.1% | -40.1% | -15.1% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling