+44.2%
OUST vs RJF
+3.3%
+40.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.2% | +15.2% | +15.1% |
| 7D | +17.0% | +3.6% | +13.4% | +13.9% |
| 30D | -16.5% | +3.5% | -20.0% | -18.9% |
| 3M | -23.7% | -8.9% | -14.8% | -16.5% |
| 6M | +18.4% | +2.9% | +15.5% | +13.9% |
| YTD | +60.8% | +2.8% | +58.0% | +48.0% |
| 1Y | +44.2% | +2.7% | +41.5% | +32.9% |
| All | +44.2% | +3.3% | +40.9% | +32.9% |
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