+18.0%
OUST vs RY
+43.0%
-25.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.9% | -6.1% | -2.8% |
| 7D | -5.0% | -1.1% | -3.9% | -1.9% |
| 30D | -32.0% | +4.4% | -36.5% | -37.3% |
| 3M | -32.4% | -2.9% | -29.4% | -26.6% |
| 6M | +6.7% | +15.6% | -8.9% | -18.7% |
| YTD | +41.0% | +21.8% | +19.2% | -6.7% |
| 1Y | +18.0% | +42.6% | -24.6% | -51.2% |
| All | +18.0% | +43.0% | -25.0% | -51.2% |
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