-62.4%
OUST vs REPL
-40.8%
-21.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.8% |
| 7D | +5.2% | -3.0% | +8.2% | +5.5% |
| 30D | -19.3% | +27.1% | -46.4% | -21.3% |
| 3M | -22.6% | +52.4% | -75.0% | -28.6% |
| 6M | +62.8% | +107.4% | -44.7% | +34.7% |
| YTD | +68.3% | +54.7% | +13.6% | +42.9% |
| 1Y | +28.5% | +158.9% | -130.3% | -2.1% |
| 3Y | +554.0% | -23.7% | +577.8% | +369.1% |
| 5Y | -56.2% | -54.3% | -1.9% | -67.1% |
| All | -62.4% | -40.8% | -21.6% | -71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling