+32.5%
OUST vs RJF
+8.4%
+24.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +4.0% |
| 7D | +12.7% | +1.8% | +11.0% | +10.5% |
| 30D | -13.6% | 0.0% | -13.6% | -13.8% |
| 3M | -8.3% | +18.0% | -26.3% | -27.0% |
| 6M | +85.0% | +17.0% | +68.0% | +49.5% |
| YTD | +73.2% | +11.1% | +62.1% | +46.8% |
| 1Y | +32.5% | +8.0% | +24.5% | +19.5% |
| All | +32.5% | +8.4% | +24.1% | +19.5% |
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