-62.4%
OUST vs RJF
+266.7%
-329.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 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