-64.1%
OUST vs RY
+233.8%
-297.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.3% | +15.3% | +15.9% |
| 7D | +17.0% | -0.9% | +17.9% | +19.0% |
| 30D | -16.5% | +5.9% | -22.4% | -22.9% |
| 3M | -23.7% | -4.3% | -19.4% | -17.9% |
| 6M | +18.4% | +12.1% | +6.3% | +2.7% |
| YTD | +60.8% | +20.3% | +40.5% | +28.1% |
| 1Y | +44.2% | +41.0% | +3.2% | -6.8% |
| 3Y | +668.1% | +157.5% | +510.6% | +129.8% |
| 5Y | -48.8% | +123.2% | -172.0% | -81.6% |
| All | -64.1% | +233.8% | -297.9% | -88.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling