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  • OUST vs RJF✓SelectedUSD · RJFOUST vs RJF performance historyLatest closeAs of+1.67%09/04
Stock and ETF performance explorer

OUST vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-62.4%
RJF return
+266.7%
Excess return
-329.1%
Maximum drawdown
-98.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
1D+1.7%-1.6%+3.2%+3.0%
7D+5.2%-0.6%+5.8%+5.8%
30D-19.3%-1.3%-18.0%-18.4%
3M-22.6%+18.9%-41.5%-34.8%
6M+62.8%+15.0%+47.7%+42.4%
YTD+68.3%+12.2%+56.1%+51.4%
1Y+28.5%+5.6%+22.9%+23.3%
3Y+554.0%+74.9%+479.2%+323.9%
5Y-56.2%+106.6%-162.9%-74.0%
All-62.4%+266.7%-329.1%-78.9%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling