+35.5%
OUST vs RY
+40.4%
-4.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.3% | +15.3% | +16.6% |
| 7D | +17.0% | -0.9% | +17.9% | +19.8% |
| 30D | -16.5% | +5.9% | -22.4% | -25.5% |
| 3M | -23.7% | -4.3% | -19.4% | -15.1% |
| 6M | +18.4% | +12.1% | +6.3% | -4.0% |
| YTD | +60.8% | +20.3% | +40.5% | +8.7% |
| All | +35.5% | +40.4% | -4.9% | -40.4% |
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