-55.8%
OUST vs RJF
+81.1%
-136.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.8% | -9.3% | -9.3% |
| 7D | -3.8% | +3.6% | -7.4% | -6.9% |
| 30D | +5.1% | +7.2% | -2.2% | -1.8% |
| 3M | -25.8% | -6.5% | -19.3% | -21.2% |
| 6M | -2.0% | +10.3% | -12.3% | -13.5% |
| YTD | +54.7% | +6.5% | +48.2% | +43.6% |
| 1Y | +48.8% | +6.1% | +42.7% | +39.3% |
| 3Y | +607.8% | +74.9% | +532.9% | +326.1% |
| All | -55.8% | +81.1% | -136.9% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling