+28.5%
OUST vs RY
+46.1%
-17.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +3.3% |
| 7D | +5.2% | +3.1% | +2.1% | -2.1% |
| 30D | -19.3% | -0.3% | -18.9% | -18.0% |
| 3M | -22.6% | +8.7% | -31.3% | -35.5% |
| 6M | +62.8% | +28.5% | +34.2% | -10.6% |
| YTD | +68.3% | +25.1% | +43.2% | -1.3% |
| 1Y | +28.5% | +46.3% | -17.7% | -57.4% |
| All | +28.5% | +46.1% | -17.5% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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