+607.8%
OUST vs RJF
+76.6%
+531.2%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.8% | -9.3% | -9.4% |
| 7D | -3.8% | +3.6% | -7.4% | -7.1% |
| 30D | +5.1% | +7.2% | -2.2% | -2.3% |
| 3M | -25.8% | -6.5% | -19.3% | -20.7% |
| 6M | -2.0% | +10.3% | -12.3% | -14.6% |
| YTD | +54.7% | +6.5% | +48.2% | +42.3% |
| 1Y | +48.8% | +6.1% | +42.7% | +38.0% |
| 3Y | +607.8% | +74.9% | +532.9% | +238.4% |
| All | +607.8% | +76.6% | +531.2% | +238.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling