+21.2%
OUST vs RJF
+7.8%
+13.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +4.3% | +11.4% | +12.0% |
| 7D | -0.2% | +7.2% | -7.4% | -5.6% |
| 30D | -24.0% | +4.9% | -28.9% | -26.9% |
| 3M | -29.9% | -5.5% | -24.4% | -26.0% |
| 6M | +19.1% | +8.0% | +11.2% | +9.0% |
| YTD | +55.0% | +6.2% | +48.8% | +39.5% |
| 1Y | +21.2% | +7.8% | +13.4% | +5.7% |
| All | +21.2% | +7.8% | +13.4% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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